I am not able to reproduce the problem, the transaction went to the checkout failure page because I entered a bogus cc#.
Make sure when you are testing that you are not starting at:
intlarrivals.com
Without the www, this is considered a different domain and the cart will be emptied when the checkout cart page redirects to:
checkout.php
also make sure you have cookies enabled in the browser, if cookies are not enabled, the session will not be stored correctly.