As it's not possible to look at your PayPal Account settings, all that can be done is suggest a few things. Assuming you have a Business Account, in your Profile settings under My Selling Tools / Website preferences, do you have Auto Return set to "ON" and the Return URL link filled in?
Next, assuming you have saved your item button code to the PayPal servers, look at one of your saved buttons - in Step 3, do you have the "Take customers to this URL when they cancel their checkout" and "Take customers to this URL when they finish checkout" enabled?
If your item button code was manually created you would need to include these variables and values in the code. See example below:
<!-- Replace value with the web page you want the customer to return to after a successful transaction -->
<input type="hidden" name="return" value="http://www.your_website.com/thank_you.html">
<!-- Replace value with the web page you want the customer to return to after item cancellation -->
<input type="hidden" name="cancel_return" value="http://www.your_website.com/cancel.html">
