Payment module with background notifications?

Hello,

I'm wandering which of the available payment modules uses this kind of communication between gateway and ZC?

My payment gateway is sending order confirmation via Web Service in XML. I know how to collect data that is recieved but I dont know how to trigger checkout success and make that order confirmed.

The problem is when user make payment on gateway website, he is then asked to return to shop or to close the current page, and if user doesnt go back to shop ZC will not process order.

Any help will be apreciated.