Selected Answer
One way is to create a multipage form, the other separate forms which are linked.
From the programming aspect a multi-page form is more complicated. Compare it to a workbook where you are used to adress all named ranges as parts of the workbook regardless of which tab they are on. In a multi-page form all controls are parts of the page they are on and the pages themselves are controls of the form. It takes a little getting used to. The advantage is that you can structure the pages to contain categories of information, such as "Yourself", "Your spouse", "Your family", "Your work", and the user can easily go back and forth.
Going back and forth isn't any more difficult with separate forms but the user may feel some disruption even if the information is categorised. To overcome this more navigation help woulod be needed. For this reason I would probably choose the multi-page form over a chain of forms.
Your primary tool for transitioning is the tab order. That determines which control is selected next after the user presses Enter or Tab. I would avoid taking him straight to another page. Better to rest on a "Next" button, allow him to review what he has done and expect the next page. Of course, you can (should) program in such a way that the Next button can be pressed at any time.
A multi-page form has tabs. They can be used to navigate between pages as well. This enables the user to return from the fourth to the first tab and then back to the last. So, there are three ways of navigating: tab order, Next (Previous) buttons and page tabs.