Sounds like you need to use the Session Tracking API. I'm just beginning to learn this so bear with me.
Basically, every user of a site is associated with a javax.servlet.http.HttpSession object that servlets can use to store and retrieve information about that user in a persistent cookie. Using this you can check to see if the user has previously logon or entered your first page by creating an unique session id when the user first opens your first page. If they skip to your second page then the unique session id won't be their and you can send them back to your first page.
You can find an excellent explanation of all this in
Java Servlet Programming by Jason Hunter and/or look at the examples at:
http://www.oreilly.com/catalog/jservlet/examples/index.html Specifically you want the code from Chapters 7 and 8.
You can also look at Java's tutorial on session tracking:
http://web2.java.sun.com/docs/books/tutorial/servlets/client-state/index.html Hope that helps.
Yoo-Jin.
[This message has been edited by Yoo-Jin, Lee (edited July 21, 2000).]