Just thought I'd answer my own question in case anyone else wants the answer, I contacted PayPal and...
When a customer makes a payment through PayPal they are automatically asked whether they would like to return to the merchants website or go directly to PayPal.
As this is a setting within PayPal we cannot force the customers to return to your website.
You can, however update your payment solutions to website payments pro which will allow you to customise your payment pages and direct your customers straight back to your website as customers are unaware PayPal is processing.