No Preview Available When Merge Fact Table With Dim Table

Hi,

I created a Table by typing in headers in a new Table that matched headers from Fact Table.
I then appended from Fact Table to Dim Table
I deleted columns I did not need

I joined col 1 and col 2 together to create a name (Proxy A - Proxy B)
I removed all duplicates

I added an Index starting at 1
Close & Apply
Went back into Fact Table and selected Merge
I get the preview of the Fact Table and select the columns for the Merge

However when I select the 2nd Table (DIM) I receive message "No Preview Is Available"
And I get a Yellow Warning Sign on my Dim Table.

Any idea what is going on and what I can do to get the merge to work?
Thanks
W