Hey woodie
Return URL you need to modify in your paypal account under PayPal under Website Preferences.
It should be http://www.yoursite.com/checkout_process.php
Moreover set in your configure.php file
define('HTTP_COOKIE_DOMAIN', 'www.yoursite.com');
define('HTTPS_COOKIE_DOMAIN', 'www.yoursite.com');
Hope this will solve the problem.