Continue shopping help

[hiamps]

I have checked the radio button Return To Shopping Button: Return the user to last page ordered from.
On some items it does on others like my color chips at http://www.swanscandles.com/store/colorchips.html it takes you back to the home page. Why does it do this and how can I make it take them back to the correct page? Is there a better way to set up my products?