The article you are looking at, pardon the pun, is a watered down version.http://en.wikipedia.org/wiki/Proton_exchange_membrane
shows the individual anode and cathode reactions along with the combined reaction.
candy4me wrote:The last sentence is the part I don't understand. ... If the electrons go back into the water molecule, where is the electricity generated?
There is no electrical generation apparent in the overall chemical reaction which you are referring to:
candy4me wrote:The hydrogen particles (electron and proton) join up with oxygen to produce water.
The electrical generation only appears in the individual anode and cathode reactions.
One way to look at it is the electrical generation occurs at the anode because the anode reaction frees 4 electrons for every 4 hydrogen atoms ionized.
Another way to look at it is the electrical generation occurs at the cathode because the cathode reaction produces 4 electron holes in the electrical connection by stealing 4 electrons to complete the reaction.
Either way, the reaction won't continue unless the electrons freed at the anode flow through an external circuit and arrive at the cathode (or conversely, the electron holes produced at the cathode flow through the external circuit and arrive at the anode). Because electrons have a negative charge, the measured positive current flow is opposite the electron flow direction or in the same direction that the electron holes flow.
Besides your article lacking the individual chemical reactions, there are several potentially confusing aspects: The internal construction shown is a three dimensional oblique rendering but the external connection and light bulb is a schematic representation. The animation drawing is different, it shows the terminals but doesn't show the internal connections and the terminals aren't used in the animation. The direction of the yellow dots is an optical illusion, blink or squint and they appear to change directions.
Hope this helps