Hi James.
Right, s2Member will set those URLs via the button. Here’s the documentation that explains it:
[hilite path]Dashboard -› s2Member® -› PayPal® Options -› PayPal® IPN Integration -> More Info[/hilite]
*Quick Tip* In addition to the default IPN settings inside your PayPal® account, the IPN URL is also set on a per-transaction basis by the special PayPal® Button Code that s2Member provides you with. In other words, if you have multiple sites operating on one PayPal® account, that’s OK. s2Member dynamically sets the IPN URL for each transaction. The result is that the IPN URL configured from within your PayPal® account, becomes the default, which is then overwritten on a per-transaction basis. In fact, PayPal® recently updated their system to support IPN URL preservation. One PayPal® account can handle multiple sites, all using different IPN URLs.
[hilite path]Dashboard -› s2Member® -› PayPal® Options -› PayPal® PDT Integration -> More Info[/hilite]
*Quick Tip* In addition to the default Auto-Return/PDT configuration inside your PayPal® account, the Auto-Return URL is also set on a per-transaction basis from within the special PayPal® Button Code that s2Member provides you with. In other words, if you have multiple sites operating on one PayPal® account, that’s OK. s2Member dynamically sets the Auto-Return URL for each transaction. The result is that the Auto-Return URL configured from within your PayPal® account, becomes the default, which is then overwritten on a per-transaction basis.
I hope that helps. :)