Hi Sarah,

You can either format the data in Excel as Text, or apply formatting
switches to the mailmerge fields in Word.  See the following page of fellow
MVP Graham Mayor's website:

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

Please post any further questions or followup to the newsgroups for the
benefit of others who may be interested.  Unsolicited questions forwarded
directly to me will only be answered on a paid consulting basis.

Hope this helps
Doug Robbins - Word MVP