I faced the same problem. Payment transactions have not been confirmed by the shopping cart. I.e. Protx cannot re-direct to your shop success page.
The 2 line job didn't do the trick for me.
The PHP version had nothing to do with it on my website - my web host kindly upgraded my account to the newest PHP version - the problem persisted.
Registered Globals are turned on.
I have come up with a workaround which I uploaded to the contrib page:
http://www.oscommerce.com/community/contributions,441
Hope it helps. :)
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