I have an application set up in Paypal Developers and tied into my PayPal account. I can create payments and have a user make the payment from my website. The transactions show up in the dashboard on the live side.
However, the money never leaves the customer account and never enters the business account.
What am I doing wrong?
You're charging the PayPal wallet? If so, are you sure you're calling
/execute to execute the transaction?
Don't forget, if you're charging a credit card, you won't ever see money leaving a user's PayPal account. Credit card processing != charging a PayPal account.