ZenCart not finishing off the payment with PayPal

I am using ZenCart 1.3.7.  I am connecting Paypal to our website and I have it all working up through logging onto PayPal and completing the payment.  If the payment completed then it return me to our website.  The payment does NOT go through in PayPal AND it returns to the website with the error message "We were not able to process your order. Please try again, select an alternate payment method, or contact the store owner for assistance. (Invalid Data)"  I do not know where the error message is coming from.  The message is in English and the website is in another language.

Something that I don't know about is in Modules>Payment>PayPal Express Checkout.  On the line for PayPal Express Checkout, in the column "Order Status" it says "In process" which makes me think there is something not complete. I have never done something like this so I don't know what "in process" means.  I have put in the ID, password, and signature.  I have turned on the IPN with PayPal like ZenCart asks for along with the address ZenCart suggests.

Another thing that I don't know about is cURL Proxy Status.  Configuration>My Store>cURL Proxy Status is turned off, because I can't find anything with our provider that says that a proxy is necessary.  I have tried turning it on but it I get the same message "We were not able to process your order. Please try again, select an alternate payment method, or contact the store owner for assistance. (Invalid Data)"

Where do I need to look next or what do I need to change or fix?

Thanks!