How are you inserting the address information into your merge letter? In
Word 2002/2003, there are two possible ways:
 a. use an ADDRESSBLOCK field. This is probably not a very good idea in
this case because
    i) ADDRESSBLOCK is not really geared to addresses structured the
way you have them. It's geared to look for "street address", "city",
"country" etc.
    ii) Word probably won't recognise your field names and you will
have to "map" the fields it expects to insert to the names you are using
 b. use individual fields. In this case you need to insert something
like the following (use your exact field names)

{ MERGEFIELD "Address 1" }
{ MERGEFIELD "Address 2" }
{ MERGEFIELD "Address 3" }
{ MERGEFIELD "Address 4" }
{ MERGEFIELD Postcode }

where the {} are the special field braces you can insert using ctrl-F9.

But the main point is that either way, Word will not automatically use
whatever fields you have selected from your data source - you must
either "map" the fields you need (with ADDRESSBLOCK) or insert all the
MERGEFIELDs you need.

Peter Jamieson