Getting 3D Secure working with Paypal (Pro) can be confusing. I've finally managed to sort it and the most difficult part was finding out how to obtain the required credentials from Cardinal Commerce, who handle 3D Secure on behalf of Paypal. To obtain the required Merchant ID, processor ID and transaction password, you need to complete this form, https://paypal3dsregistration.cardinalcommerce.com/UI/Registration.aspx
and you'll be sent the details straight away. From there, it's simple. Just fill out these details on the Payments page in Foxycart admin, having enabled 3D Secure on the same page.
Hope this is helpful.