Merlin is right.
Recommendations:
a) switch to the more contemporary and reliable PayPal Express Checkout, instead of Website Payments Standard.
(Website Payments Standard relies on having perfect communications between PayPal's servers and your server. If anything goes wrong in that process, your store will never receive their notifications. Express Checkout doesn't have to rely on that for completing orders properly, and as such is more reliable. Plus, unlike WPS, Express Checkout doesn't have to wait for the customer to click to return to your site to complete their order, as Merlin mentioned.)
b) If you insist on staying with WPS, there are several troubleshooting steps you can take: http://www.zen-cart.com/wiki/index.php/PayPal
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