Displaying "Pay" instead of "Continue" on the PayPal site with PayPal Payments Pro UK Express Checkout
By default, PayPal Express Checkout for PayPal Payments Pro UK displays a "Continue" button and sends the user back to your site expecting a confirmation page before actually making the payment.
This differs from other PayPal checkout procedures and, in my testing, I found that users expected to complete the transaction once on the PayPal web site.
PayPal allows this but it's not well documented.
The catch is that you need to add a query string parameter, &useraction=commit to the end of the URL that you forward your user to after your initial SetExpressCheckout call returns.
Then, call the DoExpressCheckout method directly after the user returns to your site (or you can call GetExpressCheckoutDetails and follow it up with DoExpressCheckout if you want to get all of the order details.)