Response message error in queue when using ABAP proxy

I am using an abap proxy for the first time, and some of the response messages are getting stuck in the sender's (R/3) inbound queue. To resolve them, I have to either reset the status or execute the LUW. Sometimes, this doesn't even work.
Here is my "asynchronous" scenario:
R/3 -> <proxy> -> PI -> <file adapter> -> File
The R/3 system that I'm using has not used PI before, so I'm thinking something is missing from the set-up on the R/3 side. On the errors I finally do get to process, I get the following error in the SXMB_MONI on the sender (R/3) side (the PI SXMB_MONI shows successful). Can someone help me understand what a response message is and how it is different from an acknowledgement? Also, help me to understand what could be causing the response messages to get stuck in the R/3 queue.
<?xml version="1.0" encoding="UTF-8" standalone="yes" ?>
- 
 - <SAP:ErrorHeader xmlns:SAP="http://sap.com/exchange/MessageFormat">
 <SAP:Context />
 <SAP:Code p1="MessageId"
 p2="4962B2EDB60A003BE1008000A2844D1A"
 p3="00000000000000000000000000000000"
 p4="">PROTOCOL.WRONG_HEADER_IN_RESPONSE</SAP:Code>
 <SAP:Text language="EN">Response message header contains the value 00000000000000000000000000000000 in element MessageId instead of the expected value 4962B2EDB60A003BE1008000A2844D1A</SAP:Text>
</SAP:ErrorHeader>

Ultimate testing tool for services is soapUI (Freeware)
http://www.soapui.org/
If you can invoke your service from soapUI and you receive a response, then PeopleSoft is working fine and the request handling in the calling system is incorrect.
Try downloading soapUI and try invoking your service (not that a fan of SendMaster).
Hakan

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