Hey Alan,
basically what you need to do is read that variable off in the page that does the frame controls and then add it to the url for the actual pages loaded in each frame. This will set you up initially. Then after that you can use javascript to drive the variables around in each frame.
You probably want to do something like this in the page you have your frameset defined in:
<frameset rows="50,*" FRAMEBORDER="0" FRAMEBORDER="no">
<frame src="controlbar.php?fileName=<?=$GET['fileName']?>" SCROLLING="NO" NAME="control_frame"">
<frame src="report.php?fileName=<?=$GET['fileName']?>" NAME="data_frame">
note if you are using php<4.1 you probably want $HTTP_GET_VARS instead of $_GET but hey. =)
Hope this helps!