PHP - Detect the incoming url requesting php page from another source/url
$_SERVER["HTTP_REFERER"]
is what you are looking for.
well, you could use $_SERVER['HTTP_REFERER']
- but it can be cloaked/removed.
EDIT: as someone asked, the HTTP_REFERER is a header which is sent by the client, most browsers default behavior is to send it, but if you'd like, you can disable it or even send a different referer header so people will think you come from some place else.
the bottom line: if it isn't THAT critical for you, you can use it, but don't EVER, EVER give people extra privileges based on their referer alone.