Payment status not being updated after payment has been processed

We have built a custom payment gateway for National Australia Bank on our WHMCS billing system. The payment for an order gets accepted and processed but the order doesn't become active automatically on receipt of payment :(

When we go into Orders -> Pending Orders - it shows us two status as below:-
Payment Status - Pending
Status - Active

How can I get the Payment Status to show as active once the payment has been processed and accepted.

Regards

Shannon