Just to make sure we are on the same page here.
Once the first part of the gate (i.e. the one on _your_ side) is complete, you can jump into the other gate, but are not supposed to be able to jump back via jumpgate until you build a gate on the other side.
Oh, a thought. Are you sure there wasn´t an alien gate on the far side? Aurora places "ancient" gates on random jump points, often only on one side of ´em. I belive, you can still order a jumpgate builder to build a gate, even if there is a gate already. Check on the system map. If there is a red squar at the jumppoint, then there is allready a gate.