My question would be "what's the problem?!?" -- which is to say why isn't your validation able to call the next step directly?
Lemme guess, are you using header() to do a HTTP redirect to the next step? I don't know who out there is promoting that 'handshaking for nothing' method of doing things, but ... it's rubbish. My advice, CUT THAT OUT!
But then I usually have ONE .php file that acts as a traffic cop, handling all requests and feeding it to the proper side-streets like validation, form output and result handling. This makes it easier when validation fails as I can just call the form again directly and repopulate it from $_POST instead of screwing around trying to save the values -- or hand off to result processing to again just use the values already there.
Basically, it sounds like you're using HEADER to do INCLUDE's job... though that's a wild guess. Hard to really say without seeing any code.