PayPal Express and Membership

We're setting up a BP site with Membership and have a little problem with PayPal Express.

In the Sandbox site goes great, altough it send to the "pending" zone all transactions, but users get upgraded and everything. The only problem is that when we use the live site, it simply doesn't work.

I mean: PayPal gets the money, send de auth and... then nothing. Membership doesn't get the transaction, doesn't upgrade the user...

Do we have to configure "something special" on PayPal? Where do we check the IPNs? We're using Membership 105 and BP127+WP304.

Thanks!