Andrew,
I may not understand your requirements completely, but it seems to me you could accomplish this by creating a small entity to keep associations with all data (entered on pages and retrieved via web service). when a user starts a request (i.e. opens the first wizard page), you can create an object of this entity and use it throughout your process. Then when you want to retrieve the results, you can just retrieve the results attached to this object.
Could be I am missing something, though.
Mike