I think I know what you mean.
You shop & add items as an unregistered user, and then you go to the checkout and login with your details and you shoot straight to the PayPal login screen?
I asked about this and Nicolas helped me on this too, here is the post:
www.hikashop.com/en/forum/4-how-to/60954...egistered-users.html
You need to create an additional STEP in the process.
I think if you just add one more step and drag the 'Payments' work flow item in there, then, when you login, you will be taken to the checkouts last page before proceeding to the PayPal login page.