Others have had these issues. You need to setup your Workflow_ng configuration to update the Order Status when a payment comes in and the balance becomes $0. Do a search here in the forum and you should find instructions on how to do it.

http://www.ubercart.org/docs/user/3345/selling_files - Selling Files instructions
http://www.ubercart.org/forum/support/4097/file_download_issues - Someone else who had a similar issue

Regarding the "PayPal one click" someone also mentioned this sometime this week. I think there is a PayPal buttons module that will allow you to add the form buttons to any page you wish.

http://www.ubercart.org/contrib/4218 - PayPal Buttons contrib