No orderStatus in Database
I'm having a similar problem but I don't have an orderStatus column in my database at all which was created using the the checkout wizard.
Even if it was there anyway Paypal doesn't currently redirect back to my site so I can't see how it would be updated. I have seen that I can put in a return address on the confirm.php page but I don't know what url to use. Also I have seen the auto return option in my paypal profile but again don't know what url to insert. Even if I knew the url though - which one of these options should I use?
Also you mention Paypal Express Checkout here but how do you actually set that up. I don't see it mentioned anywhere in the checkout wizard..