How do you keep the value of global variables between different Action Methods calls in MVC3?

I am developing an ASP.NET MVC 3 web application using Razor and C#.

I just discovered that I have some problems with global variables, probably because I am relatively new to MVC.

I have a controller with some global variables and action methods. I declared a global variable in order to allow the action methods to manipulate it and reflect the manipulations to all the action methods. I have the following situation:

public class myController : Controller
{
    private string _MyGlobalVariable;

    public ActionResult Index()
    {
       _MyGlobalVariable = "Hello";
       //other code
       return View("MyView");
    }

    public ActionResult Print()
    {
       _MyGlobalVariable += "Print";

       return View("PrintView", _MyGlobalVariable);
    }
}

The Print() action method is called with an Html.ActionLink() from the MyView View.

The surprising thing is that the value of _MyGlobalVariable is not kept! So the value of _MyGlobalVariable before the instruction _MyGlobalVariable += "Print" is equal to null.

Am I making some mistake? How can I keep the value of global variables between calls to Views?

Thanks

Francesco

PS: in my specific case the global variable is a Dictionary<K,V> but I guess it does not change the logic.

PPS: I know you can use ViewModels instead of global variables to pass data between action methods but in my case is much less code if I use a Dictionary<K,V> which usually I don't wrap in ViewModels (I use POCOs or Lists<T>)