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GitHub User: phantomwhale
Coming to this 12 months later, but did want to pitch in with having tried this, I found it better to store the current step in the form, not the session, to prevent refreshes behaving oddly.
However, I see Si Wilkins posted the same 9 months ago - what's more the code snippet he linked to showed me a couple of tidyups I hadn't thought of either !
Highly recommend adding these tweaks onto the end, for anyone else following this approach, as aside from a slightly invaded model object, you do get a nice wizard approach without needed to learn a new framework library addon (not that I've found one of them for Rails3 yet)