Make sure you have the Auto Return URL set in PayPal so if a customer doesn't click on the 'return to shop' link in PayPal, the confirmation still gets sent.
To set up Auto Return:
Log in and click the Profile > Profile & Settings > My Selling Tools > Website Preferences > Update
Click the On radio button to enable Auto Return.
Enter the Return URL: https://www.YOURSTORE.com/payment/ps_paypal.php