alert when paypal redirects to the return page. php

switch($action)
{        
    case "process": // case process insert the form data in DB and process to the paypal

        $p->add_field('return', $return_url); // return URL after the transaction got over
}

when transaction got completed the above $p->add_field takes back the page to the return url path. I want to alert when this $return_url runs.