Excel 2003
OS XP

Trying to create a mail merge in word from an excel file.  
Zip codes that begin with 0 and zips that have a -XXXX at the end
Once the merge is complete the 0's and -XXXX just have a zero for the zip
code.
I have tried formatting all zips as text, general, number with 0 decimal and
it makes no difference.  How do I correct this issue?
Thanks,
Jua