Either change the connection method to DDE (check Word
Tools|Options|General|"Confirm conversions at open", go through the process
of connecting to your data source again, and choose the DDE optin when it is
offered. Or use "format swiches in your field codes in Word, e.g. replace

{ MERGEFIELD mydate }

by

{ MERGEFIELD mydate \@DD/MM/YY }

(you will find more info about these switches in Word Help. Use Alt-F9 to
show the field codes).

Because you are using Zip codes, you may find that going the DDE route is
the simplest route. With the other connection methods other problems can be
introduced when e.g. you have a blank Zip code.

--
Peter Jamieson - Word MVP