Problem with XML Publisher Statements

We have created a customized statement using XML Publisher 5.6.  We would like this to be generated from Print Documents -> Statements.  I have changed the Output type of ARXSGP to XML and have successfully been able to generate XML code.  I created an RTF template using MS Word and got PDF output using the generated XML.  I created a Data Definition linked to ARXSGP and a Template linked to ARXSGP under XML Publisher Administrator responsibility.  Whenever we run statements, all we get is XML code and no PDF output.  We have other XML Publisher reports that generate correctly.  Not sure what we're doing wrong - please help!