Simply include in your log-in form a hidden parameter which tells the page to return to, and in your log-in program, send a redirect back to that page, either with the session parameter added or with a cookie set or however else you log in your users.

The form could look like the following (in Template::Toolkit syntax):

<form action="/login.cgi">
    <input type="hidden" value="[% returnurl %]" name="returnurl" />
    <input type="text" name="user" />
    <input type="password" name="password" />
    <input type="submit" value="login" />
</form>
[download]

And the untested receiving code could be something like:

use CGI;

my $q = CGI->new();

if (is_valid_login($q->param('user'),$q->param('password')) {
    print $q->redirect($q->param('returnurl'));
} else {
    print "Forbidden";
};
[download]

20060727 Fixed thinko in the code. s/redirecturl/returnurl/. Spotted by Hue-Bond, thanks!

But basically, you send a "where was I before this" variable as part of the GET or POST you do when you send them to your login script, and when they're done logging in, you use it to send them back.