The type of checkout that you are working with is known as Express Checkout, this is different from Payments Standard and should allow you to complete the checkout on your site and get to a checkout success page that should act as a receipt.
Thanks for the response, Eric. Ray did try to call me today and I was not at the computer I needed to work from. He's going to call tomorrow, so hopefully we will get to the bottom of it.
Thanks for upgrading it to a ticket.