See the following page on fellow MVP Graham Mayor's website
http://www.gmayor.com/formatting_word_fields.htm

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Hope this helps
Doug Robbins - Word MVP
> When I merge data from Excel into either Word or
> Publisher labels, it drops the leading zero from the zip
> code field. I've tried several data formats to no
> avail. Any help?
Try formating the merge field like this: MERGEFIELD "Zip" \# 00000