You'd have to edit the 3rd-party module's code. I can't tell you exactly what line, because I've never heard of the module you're referring to, and it's not available in our contributed addons area.
Chances are you'll find a line like the following in both the confirmation() and before_process() methods of the class:
Code:
zen_redirect(zen_href_link(FILENAME_CHECKOUT_PAYMENT, $payment_error_return, 'SSL', true, false));
There may be LOTS of other zen_redirect calls in the file, and they should not be touched, so do exercise caution when editing.
The use of $payment_error_return as a variable containing a parameter such as 'error_message=xxxxxxxxxxxxxxxxxxxxxxxxx' is the problem. In those cases, that line should be replaced with 3 lines:
Code:
global $messageStack;
$messageStack->add_session('checkout_payment', $error, 'error');
zen_redirect(zen_href_link(FILENAME_CHECKOUT_PAYMENT, '', 'SSL', true, false));
The variable $payment_error_return may be different in your module ... it all depends on what the author of the module chose to use for her variable names.