Integrating Paypal with your website question...

So I've created a 'buy' button on paypal for my site, I've copied and pasted the code into the html and the button is showing. Now I want to test that it's working so I click on it and it just takes me to my paypal main page, I log out of Paypal and click on it it takes me to the main page of Paypal, not a payment page like I'd usually see from clicking a paypal 'buy' button.

There doesn't seem to be any further instructions on Paypals page, just says copy the button code into your website, which I've done, then nothing more.

What am I doing wrong here?