It's definitely possible to have paypal bounce you back to your own site. As I recall, there are a couple of ways to do it. One is to route the user out to paypal's site and then paypal sends you back to your site. I don't recall exactly how the variables are sent but it's fairly simple.
The other way is to use their SDK. They've built some elaborate thing that you can use but the documentation is pretty bad and it's pretty hard to get answers from anyone.
You'll have to check out their site and read whatever docs they have. I think they also have some developer forums.
