Do I understand you correctly that you're working with Embedded Payments (within a lightbox window) and you simply want to close it rather than redirect anywhere?
If so, all you need to do is prepare a return.rb (or whatever the extension is) with nothing but the PayPal javascript included and the following snippet.
dgFlow = top.dgFlow || top.opener.top.dgFlow;
dgFlow.closeFlow();
top.close();
It will actually redirect to that script, which will immediately close the window leaving the user right back where they were before they started the payment process.
More details are available about your flow options here: https://developer.paypal.com/docs/classic/adaptive-payments/integration-guide/APIntro/