The continue shopping button works like this:
#1 If return_url is passed in, it returns to the page (i.e. return_url=http://www.example.com/mypage.html).
#2 If that is not passed in, it returns to the page the buyer clicked “buy” (by http_referer) from on your site (doesn’t work if you are testing from a page on your pc).
#3 If those 2 things are blank, it returns to the website url listed on the account.

Below are examples of how the return_url parameter may be implemented.

Form:
<form action="https://www.2checkout.com/checkout/purchase" method="post">
<input type="hidden" name="sid" value="XXXXXX">
<input type="hidden" name="quantity" value="1">
<input type="hidden" name="product_id" value="1">
<input type="hidden" name="return_url" value="http://www.example.com/mypage.html">
<input name="submit" type="submit" value="Buy from 2CO">
</form>

Hyperlink:
<a href="https://www.2checkout.com/checkout/purchase?sid=XXXXXX&quantity=1&product_id=1&return_url=http://www.example.com/mypage.html>Buy from 2CO</a>