You can't redirect in the same page as you set the session like that.
The page needs to 'complete' before it actually sets the session variable, and as you are redirecting it hasn't yet completely sent all the session details to the users browser.
At least , I think that's the problem :=)
You might try setting:
response.buffer = true at the top of the page, or setting the session varible in "Page 1" AFTER you redirect..
Hope this helps..
Cheers,
Andrew