Setting a request header is not going to work either. Notice that sachin said "the page will be redirected". Redirecting causes the client browser to generate a new request, and the old request disappears.
The usual way to preserve information from one request to the next is to store it in the user's session. If that is not practical then another way to do it is to write the information out into hidden fields that will be submitted as part of the next request; for a redirect, this means something like appending "?User=admin" to the URL being redirected to.