1. The likely solution to this is to check Word
Tools->Options->General->Confirm conversion at open, go through the process
of connecting to your workbook again, and select the DDE option when it is
offered. This will only work if the data is in the first worksheet in the
workbook.

2. The basic problem is that Excel decides a format for each cell in a
column (e.g. numeric, text, date) based on what you enter, but the mechanism
that Word 2003 uses by default to get the data (in this case, an OLE DB
Provider) wants to decide a format for an entire column. When you enter
5-digit ZIP codes, Excel will typically treat them as "numbers", whereas
when you enter 9-digit ZIP codes, Excel will see the "-" and treat them as
text. So you then have a mixture of text and numbers in the same column.
When the OLE DB provider looks at the column, by default it decides the data
type on the basis of what is in the first 8 rows. For example, if all the
first 8 ZIP codes are 5-digit ones, the provider treats the whole column as
numeric. So what does it do with the 9-digit ones, which are in text format?
It treats them as the number 0. However, if the first 8 rows have 9-digit
ZIPs, the provider decides that the column is text, and will convert the
5-digit numeric values to text, more or less as you see them (it won't
however retain any leading zeroes).

3. You can get around this by switching the way Word connects to Excel to
DDE (as above). Or you can try to ensure that the first 8 rows always have
9-digit ZIPs.

4. This is all complicated by the fact that in Excel, you can format your
cells as having either 5-digit or 9-digit ZIP format. In this case, you only
enter the 5 or nine digits, or the 9 digits without the "-". Excel stores
the value as a number, but applies a format when it displays the number. But
the OLE DB provider then sees the whole column as numbers and returns either
a 5-digit or 9-digit number. The 9-digit number does not have a "-" so you
then need to use "formatting switches" in the fields in Word to insert one -
see Graham Mayor's page at

http://www.gmayor.com/formatting_word_fields.htm

5. If your eyes didn't already glaze over in point (1), there is more about
this at

http://tips.pjmsn.me.uk/t0003.htm

I wish it were simpler but there you go.