I called Canon tech support. The tech support guy spent a lot of time with me. He checked the tech support records, and apparently I was the first person to report this problem. Then he put me on hold to try the MX882 with three different computers running Windows XP. He said he tried several different apps and always got a print preview. He concluded that the problem must be with the software on my computer. I removed all the software from the HP printer I had used prior to getting the Canon printer -- that didn't help. I did a complete malware/spyware scan using 4 diffrent apps.
My computer is 7 years old, and in that time I've had 4 or 5 different printers without any similar problems. In fact, before the HP, I was using a Canon PIXMA MP830, an earlier version of the MX882.