I am running into this problem as well, thanks for the insight Dr. Byte. I wasn't sure where to look for fix this problem correctly, so I hardcoded my credit card payment method as the default and thought others might like to do the same. I found this section of code in tpl_checkout_payment_default.php:
Code:
<?php echo zen_draw_radio_field('payment', $selection[$i]['id'], ($selection[$i]['id'] == $_SESSION['payment'] ? true : false), 'id="pmt-'.$selection[$i]['id'].'"'); ?>
and replaced it with:
Code:
<?php echo zen_draw_radio_field('payment', $selection[$i]['id'], ($selection[$i]['id'] == 'your_payment_gateway_name_here'), 'id="pmt-'.$selection[$i]['id'].'"'); ?>
where your_payment_gateway_name_here is replaced with the name of your particular payment gateway. You can find the name of your payment gateway by viewing the source of your checkout payment page and looking for:
Code:
<input type="radio" name="payment"
the name of your payment gateway is directly after that.