Hello,
You do not have to confirm each online payment.
If the payment goes through (our system receives a ping back from PayPal), registration status automatically changes to confirmed.
Pending registrations are normally the ones where online payment has not been completed or user selected manual payment (mail check etc.)
Right now there is no special setting and administrator always receives notifications about such pending registrations. Please check your junk folder just in case - and/or try doing it again and let us know if you still do not get it.
Dmitry Buterin, Chief Apricot