Not sure I understand completely but it sounds like you could use sessions. The first CGI creates a session and includes the session ID in the form. The next CGI then checks the session and redirects to the begging if there is no session. you could also store a state value in the session itself so that the user can only access the correct script. Each script checks the state and redirects back to the begging or previous script if the state is not correct.
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Sessions is the way to go. Save the current state of the user in a session (don't send it to him) and based upon the state allow him to see the next page (which of course you are dynamically producing, so there is no *real* file to link to). The URL will remain the same, but the value of the state variable will allow you to differentiate.
CountZero "If you have four groups working on a compiler, you'll get a 4-pass compiler." - Conway's Law
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Just use the HTTP referer field of the HTTP headers. It's easily forged, though.
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