By default the checkout wizard will create a set of pages that run like this:
Cart > checkout.php
Direct Pay (cc form) > confirm.php > checkout_success.php or checkout_failure.php
Express Checkout (PayPal button) > PayPal site > pp_confirm.php > pp_checkout_success.php or pp_checkout_failure.php
Is this how you are checkout is setup? If you have any more trouble with this I would like to see the pages in question to get a better idea of how things are setup. Please post back with the checkout pages in a zip archive minus any of the sensitive details.