Sauranan,
to exit via the city gates you have to travel to the city gates map and exit the area *through the gates* in the north east of the map.
If you just try and leave via the south edge it won't work.
The sweet spot to make the travel wheel appear is near the half onion dome to the right of the gates. Once you've succesfully travelled to De'Arnise or Umar Hills you don't need to go through this hassle again for that particular map
As ULockit IStealit said, you can often travel to these problem maps from other areas outside the city. You might need to use the mapedge that's in the general direction you're going e.g. exit western map edge of Windspear Hills if you're trying to get to De'Arnise.
Kez
[ 03-01-2002: Message edited by: Kezardin ]