After your customer has selected the products and has completed the PayPal payment, you would like to have him directed back to your store. In order to do that, you can log in to your PayPal account and go to My Profile. Click Website Payments Preferences and set the Auto-Return to be turned on. Then, provide the address of the return page (replace the example domain and shop names with your own):

Non-secured store:

Secured shop:

Please note that whether there is www in front of the address of your secure shop depends on your SSL configuration.