I'm not sure this is the best method but what has worked with me is making
the field in Excel a text not zip code.  This will drop your zero in front of
the number at which point I use the CONCATENATE function to combine the zero
and number.

kevin@pcg,

Take a look 3/4 the way down at G. Mayor's website, "Formatting Word fields
with
switches", under the section for US Zip Codes:

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

In New Hampshire we have zip codes that start with '0' and it gets dropped
in
my mail merge process. I have the excel field labeled as a zip code field
and
it shows up there...
thanks, Kevin