I suspect this could be hard to solve, but
a. are you using a French language version of Windows and/or Word?
b. in Regional Settings in Windows Control Panel, what are the "Decimal
Symbol", "Digit Grouping Symbol", and "List Separator" symbols set to?

(HInt: for English/UK, they are ".", ",", ",". For French/France, I would
expect ",", " ", ";" )

c. do you see any difference if you change either the decimal symbol in
your data, or in Windows COntrol Panel (you will probably have to close and
restart Word to see the effect of any changes)?

If making such changes gives you the correct result, I suspect that the only
"simple" way to perform the merge correctly will be to make exactly those
changes each time you do this merge.

It /may/ be possible to fix this by insisting that Word opens the source
file using ODBC (it may already be doing that) and specifying the data types
for the columns by editing the SCHEMA.INI in the folder that contains the
file or using the ODBC Administrator to do the same thing. I haven't tried
this for non-English locales but ask me again if you don't know how to start
looking at this.

I have been unable to reproduce this problem, but my guess is that it has
something to do with list separators and or time display settings in the
regional language settings of Windows itself. Either that or some
peculiarity of the data file converter - you didn't mention what format the
data file was in.