[wp-hackers] ways to set flags for an options page

[Sabin Iacob]

Hello
I am trying to have a message like the one saying "options updated" 
appear when a script called from an options page does something (i.e. 
click link, script does its job, then calls wp_redirect to go back).
Now,  if I use a query string parameter, things work, but if the user 
then modifies some options and clicks "update options", the parameter 
previously attached doesn't get stripped, and the user ends up with 2 
informational fading boxes (which is ugly), one of which is outdated 
(which is confusing).
I tried setting a session variable, but it looks like Wordpress doesn't 
use PHP sessions. Is there a reason I should avoid them (i.e. are they 
causing problems with some hosts/other web servers than apache)? And if 
so, what would be the alternatives, other than set_option("stuff_done", 
true)?