Mail Merge Data Not Showing for MS query

[NKYBred]

I'm using Word 2000 SP-3 and I've created a Mail Merge with a data source and
query from SQL Server 2000. Everything seems to work correctly but when I
try to view the data nothing shows and what's weird is it shows me the # of
records next to the View Merged Data button, and it lets me scroll through
the record numbers. When I go into the Edit Data Source button that too
shows me the correct data. The only issue is the data doesn't show on the
word document. Any ideas on what is the issue might be?

Thanks!