what is the code you are using on the failure page?
it should be:
<?php
if(!session_id()) session_start();
echo "<p>UPS: <br />";
echo "Full Request: ".(isset($_SESSION["WA_Store_Cart_UPS_FullRequest"])?htmlentities($_SESSION["WA_Store_Cart_UPS_FullRequest"]):"n/a")."<br />";
echo "Full Response: ".(isset($_SESSION["WA_Store_Cart_UPS_FullResponse"])?htmlentities($_SESSION["WA_Store_Cart_UPS_FullResponse"]):"n/a")."<br /></p>";
?>