Hi Greg,
Axure RP does not currently allowing setting states on a page from another page.
You could create a copy of the Page 1 and set the default panel state to the desired state and link to the copy of Page 1.
This is how I imagine this might work in Axure RP in the future.
OnClick
Set "variable" = "1"
Open Page 1 in Current Window
Then on Page 1:
OnPageLoad
If "variable" = "1"
Set Panel to State 1
I think the addition of a PageLoad event, the ability to set a variable that is carried to the next page, and the ability to perform actions as a condition of the variable could be very useful.