''Merge to new document'' prints instead of creating a document

[Perly Whirly]

I'm merging a form letter, and when I click the "Merge to New Document"
button on the toolbar, it prints instead of creating a new document, just
like if I'd clicked the ''Merge to Printer" button. Now, i already checked to
be sure I'm hitting the right button, it just seems to be performing the
wrong function. Any ideas?