When the PayPal transaction is complete, PayPal shows this:
Thanks for your order Your payment of $XXXX.XX USD is complete. You\'re now going back to MYSITE.
Check out https://developer.paypal.com/. You can build your own interface using PayPal's API. The user will never know that PayPal handled the transaction.
Be sure to review PCI-DSS requirements when using this approach.