see this thread for the details of a basic multi page form:
this tutorial goes through adding validation to a form:
it uses the eCart checkout page which follows the same basic concept of a multi page checkout form.
with the checkout page, the checkout form post to the confirm page, then the confirm page reposts those values to the gateway. That's the same basic concept.
the original form post to another page -> That page validates the details, stores it to sessions and hidden elements. new elements are added, they then post to the next page. Rinse and repeat on the next page.