magento redirect payment method‎ to 3rd Party page

i'm still trying to integrate this with my webshop, what i'm want to do is redirect the customer to the bank page, where he/she will enter all the data for tha payment(credit card number, secure code, etc), then he/she will be redirect to my web and here is where my problem begins, if the transaction fails for some reason, i don't whant to save the order, because it implies cleaning up the shoping cart and all the progress untill now, but if the transaction complete successfully, i want the normal proccess of magento that is save the ord开发者_StackOverflow社区er and redirect to success page, until now, i redirect to the bank page, but when the bank redirects me back to my web, i get an error of magento thats just say

There was an error processing your order. Please contact us or try again later.

so, what can i do here to solve my situation?? any help

Ok, correct me if I'm wrong. You are sending customers to a banking page to make payments and then sending them back to your magento site to save their data and possibly show them the success page?