You are doing 'multistep' and not 'multipart' right?
If so, you have to, every time you submit an interation of your form, copy all values you want to keep in the $form_state['storage'] and set the $form_state['rebuild'] to TRUE.
On last submission (last iteration), set back the $form_state['rebuild] to FALSE, and use the values you stored in $form_state['storage'] to do you real submission.
Values in the $form_state['storage'] are stored in the form cache until the form has been really submitted (i.e. until it passed a submission with the $form_state['rebuild'] to FALSE.
Hope it helps. Pierre.