Several payment modules leave the OS Commerce site after checkout_confirmation.php to go to an external payment processor.
If the customer does not return to the site after payment (to checkout_process.php), then the order is not recorded.
You may receive a payment and have no idea for which order it was.
This modification records the order BEFORE going to the external site by invoking checkout_process.php BEFORE the customer goes to the payment processor.
Now when a customer goes to the payment site and does not return, I have the order in the admin module.
Note that there is a similar contribution (5749) which saves the order BEFORE the checkout_confirmation page is displayed.
This contribution saves the order AFTER the customer presses the button on the checkout_confirmation page.