How to setup site IPN

I have never been able to get anything but IPN to work on Dolphin.  Trying now to set up paypal payments on Cheetah.  There are three settings, PDT, Direct, IPN.  I tried PDT setting it up in my PayPal account but it is failing on the return to the site.  In this case it is setting up payments for members to sell items.  If anyone has any experience with this please join in.

So i'm playing around and discovered this video, the dude explains it fast and quick.