The same thing happens on buttons. I did it this way:
0) If the page you're navigating FROM, create a public method that contains the processing you need to execute.
1) In the page you're navigating TO, call the method created in the previous step from the
Page_Load
method like this :
((MyPreviousPage)(Page.PreviousPage)).MyPublicMethod();
It ain't pretty, but it works (assuming that both pages are on the same web site).