How to repeat a group section heading/title on each page

I have a report that is generated from an oracle query.  Let's say the data comes back like this:

STATE_RNUM | CITY_RNUM | STATE | CITY | POPULATION | MEDIAN_HOUSE_INC | MEAN_HOUSE_INC

1 | 1 | Wisconsin | Milwaukee | 999999 | 99999 | 99999

1 | 2 | Wisconsin | Green Bay | 999999 | 99999 | 99999

1 | 3 | Wisconsin | Rhinelander | 999999 | 99999 | 99999

2 | 1 | Indiana | Indianapolis | 888888 | 88888 | 88888

2 | 2 | Indiana | Gary | 888888 | 88888 | 88888

2 | 3 | Indiana | Bloomington | 888888 | 88888 | 88888

...and so on...

I want to display the data in the report like this:

State: Wisconsin

Milwaukee | 999999 | 99999 | 99999

Green Bay | 999999 | 99999 | 99999

Rhinelander | 999999 | 99999 | 99999

State: Indiana

Indianapolis | 888888 | 88888 | 88888

Gary | 888888 | 88888 | 88888

Bloomington | 888888 | 88888 |88888

If I output the state name whenever the CITY_RNUM = 1, I can get it to do the above layout.  However, if the state's city listing spans multiple pages, the state name does not get repeated on the new page.  I would like to repeat theState: [state_name] on the 2nd page before displaying more cities for that state. 

How do I determine if I'm displaying the first record on a given page?  I was hoping there would be a way to do "if the city_rnum = 1 OR if the city being displayed is the first one on the page, display the city name".  I have not  yet been able to determine how to do this and any help would be appreciated.

Thanks,  Ryan