Thank you Evgene
I have documented my findings here.
https://getsatisfaction.com/apperyio/...
I have come to the conclusion that my scenario is more complicated. After I have opened the browser window the 3r party payment gateway does a redirect to another _blank target window after transaction completed. My script does not have control over this as it did not open that window.
I have asked the payment processor if they can keep the target as _self. If this can be done then the using the HTML component will work 100%
Thank you for your answer.