My recommendation would be to not use a "3rd party payment gateway" and instead
get a real merchant account but I realize the unders some cirstances (low
volume), 3ppg is the only option.
What you have to do is somehow pass CFID and CFToken to the 3ppg and have it
returned in the gateway callback. Most have some sort of custom data hidden
field that you can supply when you send the customer off to their site and it
will be returned if and when the customer come back to your site. In the field,