They may have been referring to error logs on the merchant gateway site, if so you should be able to find them by logging in and viewing details about transactions.
To help determine why the transactions are failing on your site you should add in the error message code to your checkout failure page. Here is a link to a thread that discusses this, in post #2 is the code to use to get the error messages and additional info about the transaction.
showthread.php?t=3555