Session Timeouts !!

[Scrat]

I am using version 1.2.7 at present,Protx Form Payment Gateway, and I seem to be getting this problem now.

Customer logs in, fills cart,fills in delivery info and then passed to Protx for payment details, payment goes through fine and I get a confirmation of payment by email, but Zencart seems to timeout as the customer is not sent to the final order page (confirmation) thus the order is still in the shopping cart / checkout status.( does work for the majority of orders)
My session settings

Session Directory /vhost/vhost2/w/a/c/******.co.uk/www/catalog/cache Info
Cookie Domain True Info
Force Cookie Use False Info
Check SSL Session ID False Info
Check User Agent False Info
Check IP Address False Info
Prevent Spider Sessions True Info
Recreate Session False
IP to Host Conversion Status true

Any ideas how I can get around this issue?