Multipage form values

I am building a module for drupal 4.7

In this module there is a form that is spit in 2 parts.
1 is a select box with all the country where user are located.
2 is a select box with all the city's in the country that is selected on page 1.

To do this i used the multipage form like shown on http://drupal.org/node/54753.
In this tutorial the multipage form is nothing more then 3 forms on separated pages. But they could also be on the same page. No differens.

But i need the 1 form page to give the second form page the value of the first selectbox.

Question:
How can i get the value to the second page to fill my second selectbox?
Is this the best way to do it, or is there a easier way?

Thanks in advance.