You should not need anything special to get your gateway and shipping quotes working. If you just go through the checkout wizard and select your gateway and shipping provider you will be prompted for credentials for these parts. So long as you enter the correct values into these fields the checkout should function without issue.
If you do experience a problem and get to the checkout failure page then you will need to add in the full request and full response code to the page to get the info back from the API about what the problem is. If you are using the checkout wizard and the shipping fails you should be sent to your shipping failure page and not the checkout failure page so long as you specified it like this in the wizard.
Please post back with any other questions that you have or if you experience any problems so that we can get this resolved as soon as possible.