forced page links...

I am wondering if there is a good tutorial on how to use php to make users come from a page before they can access another. For instance, say you have one page called index.php which contains a form that once filled in links to a confirmation page to verify the users data was entered correctly then from there links to a page that stores the users data into a database table. The problem I would like to alleviate is to make sure the users cannot just type in the name of the last page in the url and put a blank entry into the database. I have read a few tutorials on using sessions but I am unclear on how the use of sessions would require the user to visit each page in succession. Thanks in advance, Jas