Data Merge preview vs. document

Hey there!
First off I am super new to InDesign. I am using a Mac and version 4 of InDesign.
I am making mailing labels. I have gotten everything in place, added my fields and linked my data source. I go into create my merge document. Ive selected merge multiple records and set all my margins and spacing to fit as needed. I preview the document and everything looks great. I click ok and it creates my pages/document.
This is when the problem starts. The completed merge only shows the first label on each page even after the preview is correct. I have recreated the file 5 different times and get the same results. Can anyone help? Im so frustrated!

Sorry I was not clear. I have Mac OS X version 10.7.5 and InDesign CS4 version 6.0.6.
This is my master page that is created with my merge fields
I am creating the merged document with preview on
The other tabs of the create merge menus
Final tab of menu
All looks great and is exactly how I want it….so I click OK…….
Here is page 1 and 2 of the newly created document. As you can see the first field is the only one that shows up on each page.
Any clue?? Thanks so much for your help!
Erica

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