I solved my own problem!

It turns out that there was a setting in my php.ini file that was causing all the trouble. Set
register_long_arrays = On
By default my host server had this configured to be Off. This was preventing any of the values from the variables in the eProcessingNetwork module to submitted when moving from Step 2 to Step 3. This was generating an error and causing the script to simply return to Step 2. I did not have this problem when I configured my apache control panel to php 4. But I need to use other applications that require php 5. My guess is that this is not something that can be configured in PHP 4.
I think this might help a few people trying to use the official eProcessingNetwork module v1.01.
BTW: I am running zencart 1.3.8a
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