Good question. You should see a message about the item having been added to your shopping bag at the top of the screen when you add it. Definitely a bug if you're not seeing that message.

In terms of getting it to stay on that page, the setting is at: admin/store/settings/cart/edit in the "Add to cart redirect" setting. However, as far as I can tell that setting doesn't actually do anything. I've poked through the code and it looks like it should work, but no matter what I change it to adding an item always remains on the page. Anyone else experience this?