Hi Oral09. I understand what your question is, and was one I had a confusion on as well. I don't have that book Danny289 refers to, but I'll explain the process.
You are correct in describing the directions in which the protons are moving, but please note that what you are describing is the process of ATP production. Whether it goes from from intermembrane space to matrix or thylakoid space to stroma, that potential energy caused by the buildup of hydrogen protons is used by ATP synthase to produce ATP.
However, the question is asking for proton pumps. In other words, these proton pumps have to buildup that hydrogen proton gradient. For example, if a ball is going to roll down a hill, someone has to carry it to the top of the hill. Well, these proton pumps utilize the energy from the movement of electrons through carriers to buildup that gradient that you are referring to. For instance, in the mitochondria you have ubiquinone, and all these other complexes with hard names. When they shuttle electrons from NADH and FADH2 to say oxgen in the mitochondria, it builds up hydrogens on various components of the organelles. Thus, you are describing how that gradient builds ATP, but the question is asking for how that gradient was created in the first place.
Hope this clears it up a bit, let me know.