Looks like this was a PayPal sandbox problem.

I created another live PayPal account to make a purchase from and didn't get the Page Not Found anymore.

However, it didn't return me automatically to the completion page on my site and it hasn't given the new user a 'subscriber' role either.

Also, I expected it to email the new user with their username and password, but it didn't do this - is it supposed to?

I'll start searching other threads to see if I can find anyone with similar problems.

I saw in another thread about a guide for setting this up on PayPal and about having to choose 'Auto Return' and supplying a URL to return to. I also found a response saying that was outdated and it didn't need that anymore. Which is correct?

Tim