Orders using PayPal Chained Payments sandbox aren't completing


OK so I'm setting up a marketplace using Marketpress, WP multisite and PayPal Chained Payments. I've followed lots of great advice on here to setup all the bits and pieces for the PayPal sandbox (and ironed out various PayPal errors) but I can't find any mention of the issue I'm now having.

So I add an item to the cart, go through the checkout via the guest method without having to register, enter my sandbox buyers email address on the shipping page and then get to the confirm payment page, which shows my cart contents and the 'confirm payment' button. Hit the button and it takes me to PayPal sandbox page that just just has the message "Please login to use the PayPal Sandbox features." That's it and the order doesn't show up in the Marketpress backoffice admin.

I've attached a couple of screenshots. Any ideas as to why I'm getting this?