Word 2003
If you mean when I select my recipients. I manually go to the file. My
procedure is after exporting the information out of my inventory management
software is to import that file into excel and delete the fields I don’t want
printed in the address.  After saving it out I import the file into word when
asked to do so by the mail/merge wizard. After browsing for the file and
clicking “open” a Mail Merge Recipients dialog box appears at this point and
I can see the list of names and corresponding information with all boxes
checked.

On the fifth step of the wizard "preview your inventory" I can shuffle
through the right number of recipients with the 2 buttons. But in the
workspace where the envelope is shown I see no names and addresses as I
shuffle.  They do not show up when I print either, but the number of
envelopes printed corresponds to the correct number of recipients.

Recipients dialog box: can you see a list of information there?
Do you mean in the workspace where the envelope is shown?  If so, no.  The
box is there but no information is displayed.
If not I don’t know where the recipients dialog box is.

I have not applied a filter.

Thank you