The session test that office guy suggests is a good place to start, you can download a copy of the sessionTest.php script here:
If the session test is is successful, here are a few thing to double check:
1) Make sure the code for setting the FM_User_Email session is on the registration page.
2) make sure it is before any other behavior that may have a redirect, if you are not sure, post a copy of the registration.php page so we can examine the code.
3) On the page you wish to display the session variable, add the following at line 1:
<?php if(!session_id()) session_start(); ?>