Authorize.net not processing memberships automatically.

When a new member joins I get a receipt from Authorize.net saying a payment has been "authorized". I then have to manually go into Authorize.net and process the payment as an Automated Recurring Billing. Once I do this the Member appears on my site (and I assume he gets an email telling him about his subscription but I'm not sure).

I'm hoping this isn't the way Membership Pro is designed to work? Surely everything should be automated so I don't have to manually administer payments?

I've enabled support access if anyone needs to go look - maybe it's a setting I've overlooked?

Thanks
Ian.