post to third party

I'm building a multi-page order form.
I am currently looking for a way to post the collected form data via an extra form to a third party.
When the client then completed the payment (on the third party site) he will be send back to my site with a confirmation. I then would like to update the entry with the received payment id and status code (received via url parameters).
Can someone explain me how I can do this?

That won't work. With gravity-form the user is ordering a product.
In the last step of the (multi-page) form I diplay an overview of what was filled in.
If the user then click submit the gravity form is stored in the database. But after that I should be able to send some of the entered data (name, order id, price,...) to a third party url via a hidden form (with in the action attribute the url op the third party website).
On that website the user can complete the payment. After the payment the user will be send back to an url on my website. The third party website adds parameters to the url so I can identy the payment and update the gravity form entry in my wordpress database.
I think this can be done, but I don't exactly know how.

The third-party site I want to use the handle the payment is Ogone.com.
I examined the code of the paypal add-on and it looks like it works more or less in the same way. The question is, what pieces to I need.