Thank you guys. After fiddling with the code a bit, I came up with a solution.
* Set a new cookie [CMSRegStartCulture] with the given [CMSPreferredCulture] value.
* On Registration Page 2, check to make sure [CMSPreferredCulture] cookie is equal to [CMSRegStartCulture]
* If the two cookies doesn't match, take them back to Registration Page 1 and changed [CMSPreferredCulture] to equal the new cookie [CMSRegStartCulture]
This code seems to be working for me.