Connecting to a datasource from an external network, through a Gateway server, can manually enter domain credentials and login. Using cached credentials on the machine, Single Sign On fails with error message
Error 58801 "Cannot login to the datasource Authentication failure occurred at the client machine."
Logging into ProjectWise with a Windows account, requires authentication to the domain. The way it authenticates is different, between manually typing in the user name and password (authenticates at the Integration server) and with SSO (authenticates from the client machine)
Since the domain can't be reached to authenticate with the domain directly from the client machine, then SSO will not work via the gateway server when outside the network.
http://communities.bentley.com/products/projectwise/content_management/w/wiki/5630