Paypal Pro Configuration (Plugin Not Working)

Okay, I have seen several other posts on this subject but still do not fully understand the solutions. Hopefully someone can give me an answer or lead me into the direction I need to go.

When I called Paypal, they game me two options: Express & Pro

I signed up for Pro ($35/month) so the customers could stay on our website instead of leaving and paying on Paypal's website.

I put the API signatures into the Paypal Direct plugin that came with our theme:

API Account Name:
API Account Password:
Signature:

i filled all of that out. But the checkout process does not work. It gives me an error. The other plugin for Express works fine but I don't want go that way. I want to customer to stay on our site.

So here is my question:

1) Is there anything else I have to do?
2) What am I missing?
3) Do I need a different plugin like Payflow?

It seems like others have dealt with this but I haven't seen a concrete answer. Maybe I've missed it. I have version 3.5

Thanks!

Wes

Posting the error you get might help.

Also did you make sure to uncheck the sandbox checkbox if you want it to capture transactions live?

If not and you want the sandbox, make sure you are inputting the credentials and signature for your sandbox account which is separate from your live one.