Aren't Session Variable Preserved Using "Header('Location: Xxx')"?

I am trying to pass some info to another page on my site. I set
"session_start()" in page 1, assign a session variable to a value, then
execute a "header('Location: ....')." But on the target page I don't get
any session variable values! BTW, I used a relative location in the
Location header, not an absolute URL. The behavior looks like it started
another session, but it should not have.