Membership Payment - Activation

I'm not sure if I'm just missing it or what, but I can't seem to get Membership to automatically activate a user's registration.

I'm currently testing with the PayPal Sandbox. I can submit the registration form fine, pay fine, then after payment it redirects back to my homepage. But the user's new account is not active, nor does it have a subscription or level applied to it.

Thanks,

Owen