New paying members have to be added manually

I really like the plugin but I have one more problem.

I've managed to set up everything and the basic process is working correctly apart from one thing.

A new member can go to the /register page and sign up, pay at paypal, get back to the confirmation page. Emails are sent out from the site as well.

The callback message from paypal arrives as well so status is Paid.

But the new user does not have access to the protected page:
http://i.imgur.com/mkuwgSz.png

When I look in the member page, the list of members is empty:
http://i.imgur.com/9DcgIog.png

When I add the member manually to the members list, the user can access the protected page: The correct membership is applied automatically when I add the user to the list.
http://i.imgur.com/PsKVqtH.png

When I delete the member, the user is gone from the list, but there's a mysterious link "Smoothie Page (2)" and when I click on that, nothing happens. Not sure what that means.
http://i.imgur.com/0IKsuPK.png

Basically, I have to launch my new product tonight, so for now I have to process memberships manually, so please advice how I can fix the membership problem.

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