[Users] A question about cancels..

When I make a call to someone, a call which is correctly connected, for example via PSTN gateway, I can watch INVITEs, ACKs, OKs and BYEs being relayed from my station the my openser to the gateway, and back.. However if the phone rings, and I decide to terminate the call (before the other person responds), I see the CANCEL going from my station to the sipserver, but I don't see it being sent to the PSTN gateway.. Is this something I have to specifically route for? The CANCEL is part of the same call sequence, is there a reason it wouldn't be relayed, other than a mistake in my routing, obviously.. Nick