Easiest method, use a 3rd party Digital Goods Delivery Service. For example, this one is great for folks who don't want to deal with coding their own stuff.
One method for Digital Downloads is to enable the Auto Return feature in your Account Profile. After a successful transaction, the buyer is immediately sent back to a specific page where they could download the item. Note, using this method, the URL can be shared with others as it is not secure.
Another method would be to use PayPal's IPN feature. This method does require additional programming skills. After the payment is processed, PayPal posts the transaction details to your IPN script. At this point, you could have your IPN script either send out an email with the item as an attachment, or an email that has a link to a secure page where the item can be downloaded from.
Regards,
skier
