Donations linked with PayPal
My first thought is that maybe your members are jumping straight to paypal-ing your email address rather than going through a civicrm contribution page such that civi could record the interaction. Cuuld that be the issue?

If that isn't it, perhaps you can provide more details as to your setup. What kind of page are your members using? What version of CiviCRM are you using? Are you on Drupal, or Wordpress? Tell us everything you can that might be relevant about your setup and hopefully someone can give you a hand.