Using Cookie as a repository of reference page is much better in most cases, as cookies will keep referrer until the browser is closed (and will keep it even if browser tab is closed), so in case if user left the page open, let's say before weekends, and returned to it after a couple of days, your session will probably be expired, but cookies are still will be there.
Put that code at the begin of a page (before any html output, as cookies will be properly set only before any echo/print):
And to addition to what @pcp suggested about escaping $_SERVER['HTTP_REFERER'], when using cookie, you may also want to escape $_COOKIE['origin_ref'] on each request.