for each page, include this at the very top:
session_register("formdata");
array_push($formdata, $HTTP_POST_VARS);
This will add the form data for each page cumulatively to the session variable $formdata, which is an associative array. This will preserve the previous page's form data when you load the new one. Be sure that all the fields in the three pages are named differently (don't have two or more pages that any common field names), because in that case the new value will overwrite the old one.
Then, to display the form data, use something like this:
while (list($field,$value) = each($formdata))
{
print("<b>$field:</b> $value<br>\n");
}