Session not maintaining for the first time

Hi PHP Guru,

I am developing a e-commerce website. The user logs in and buys a product when he /she checkout the page will redirect to the payment gateway. After the payment is completed it will return back to my website. This is ok. But when it is returning back the session maintained in my website get lost. This happen only for the first time. If the user again logged in and checkout the process works good and the session is maintaining.

Why does the session lost for first time.

I used session_start() in all the pages..

I cannot find the solutions.
Please Help me to solve this problem.

Thank’s in Advance
Smith
eSparkInfo