Since I ran into the same problem two times this week I thought it would be a good idea to post the solution in a small blog ...
When configuring a demo system for SAP Gateway I tried to test an OData service using the SAP Gateway client /IWFND/GW_CLIENT and got the following error message:
HTTP Send failed:
HTTPIO_ERROR_CUSTOM_MYSAPSSO~Fehlermeldung beim
Senden der Daten.
Since Single Sign-On is one of the key features of the SAP Gateway Client such an error message is quite annoying.
The reason was that the following instance profile parameters were not set correctly.
login/accept_sso2_ticket
login/create_sso2_ticket
The correct values are (as mentioned in the Online Help 
Profile Parameters - SAP Gateway Foundation (SAP_GWFND) - SAP Library )
login/accept_sso2_ticket = 1
login/create_sso2_ticket = 2
So always read our documentation carefully 
.
To test the settings without maintaining the instance profile you can use transaction RZ11.
Press the Display button and the following window opens:
Here you can choose the Change Value button that lets you change the parameter value immediately (but not permanently) so that I was able to proceed with my testing.
Best Regards,
Andre