Grazie , ho modificato con le sessioni:

Pagina1:
Codice PHP:
 <!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
 <head>
  <title>Pagina 1</title>
 </head>
  <body>
   <?php
    session_start(); 
    $_SESSION["prova"] = "Ciao Belli!"; 
   ?>
   <a href="pagina2.php">Pagina 2</a>
  </body>
</html>
Pagina 2:
Codice PHP:
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
 <head>
  <title>Pagina 1</title>
 </head>
  <body>
   <?php
    session_start(); 
   ?>
   <a href="pagina.php">Pagina 3</a>
  </body>
</html>
Pagina 3:
Codice PHP:
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
 <head>
  <title>Pagina 2</title>
 </head>
  <body>
   <?php
    session_start(); 
    $stampa=$_SESSION["prova"]; 
    //$stampa= $_GET['prova'] ;
    echo $stampa;
   ?>
  </body>
</html>