Paypal express, Downloadable product, EXTREME frustration

I am using.
PHP Version: 5.2.9 (Zend: 2.2.0)
I just installed Zen Cart.
I have no addons.
I am attempting to sell digital product (PDFs)
I believe I have followed all of the product creation rules, configured my Paypal account, properly attributed the files, etc.
When I run test and order the product (from a different paypal account) I receive an email telling me the purchase has been successful
BUT:

1. There is no link to the download.
2. No money is deducted from the paypal account from which the order was placed.
3. No money is deposited in the paypal account associated with the account.
   I spent the day fighting with this. What am I doing wrong?
   And just to confirm, I followed the directions on the wiki for both downloadable products and PayPal Express Checkout.

Let's take PayPal out of the picture for a minute.
Use the Check/MoneyOrder module to do a transaction. Does it go through? Then go to your admin, look at the order details, and update the order's status to Processing by choosing Processing from the list and clicking Update.
Now go back to the storefront and go to My Account, click on the order, and see the order details. You'll see the download links there if you've set up the products properly.
Make sure all of that is working correctly before blaming PayPal.