There's two options for downloads - the first and easiest is to use a 3rd service such as this one. Your downloads are secure and managed for you and the customer cannot share the link with others. If you're not a programmer or simply don't have the time to setup your own server, then this option is worth checking out. The second option is to use PayPal's IPN or Instant Payment Notification feature. Instant Payment Notification is a message service that notifies you about updates to your PayPal transactions. You can use it to automate administrative functions, such as fulfilling orders, tracking shipments, and providing status updates. See this link for details.
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