You should always be returned to your store. I recommend hitting the cancel button in worldpay and seeing if that will return you, and if not then enable debug to see what is exactly happening.
Althought you state that the transactions are going through, are you getting your orders filled in your test site, or is your shopping cart still full when you returm ? This is a give away that worldpay is not communicating with your store correctly and the debug emails should help you.
It has been known that worldpay in test mode sometimes takes time to update the password settings at their end, so it may suddenly start working. In you debug emails you should look for callback+pw being sent from worldpay, and don't pot any debug email to the forum as you will give away your server location, merchant id and passwords !
Philip.



