if I got it right, you want to maintain the option after form submission it depends on which method you use POST or GET if post you should use $_POST and if get you should use $_GET
you can use javascript to deal with it: this one will submit the form when you select the option, so no need for any button
in your html:
<select id="sortSelect" class="sortSelect" size="1" name="sort" onchange="this.form.submit();">
<option value="HighestValue" selected>Highest value</option>
<option value="value1">value1</option>
<option value="value2">value2</option>
</select>
in javascript tags:
<script type="text/javascript">
document.getElementById('sortSelect').value = "<?php if(! $_GET['sort']) echo $_SESSION[1]; else echo $_GET['sort'];?>";
</script>