I think that the idea of setting the Auto Return values as described above by Kevin is a bit strange!
Say, for example, that you have a number of websites that use the same PayPal account to handle your payments, or say that you have a number of sections in one website that perform different purchasing tasks, and require different return-addresses when the payment is completed. If I put a button on my page as described above in the 'Sample form using PHP for direct payments' section, you can see that there is a line there:
input type="hidden" name="return" value="https://www.yoursite.com/checkout_complete.php"
where you set the individual return value. Why does it have to be set generally, in the profile section as well?!?!
Also, because you can only set one value in the Profile Section, it means (AFAIK) that you cannot use the Auto Return on a site with multiple actions.
Comments please??