Outlook 2002 with Windows XP

I set up a mail merge from Outlook with several
contacts.  The document seems fine, I can see all the
recipients when I "view merged data" and in the "mail
merge recipients" but when I complete the merge into a
new document only 2 records are merged.  When I switched
to labels I received an error message "data records were
empty or no record matched query".

I've set the merge up "saving the contact data file to
another document" and not saving it, neither worked.

I was hoping this years mass mailing would be easier and
I wouldn't need to export to excel.  If any one knows the
solution I'd appreciate it.  Thanks