If you signed up for online banking with your bank, then sign into your online banking account on your bank's website, find the section. Once signed in, select the bank account use used for the PayPal transaction that set up the direct debit without your permission. Click on the link/tab that should say something similar to "Direct Debits & Standing Orders". You should be shown a list of all the direct debits and standing orders set up on that bank account. Locate the PayPal one and cancel it. If further payments are still taken by PayPal, then you need to contact PayPal support and inform them that they've been stealing from you and you want your money back. If you don't haven't signed up for online banking, then you need to pop into your local bank branch ASAp and have them cancel the direct debit for you. Plus follow the instructions given in the post marked as the solution to cancel the very same thing on PayPal itself.
Just had to deal with this very situation myself with a direct debit PayPal set up without my authorisation. Transaction in question was for peanuts, basically, but PayPal had no right to set up a direct debit with my bank without my permission.
