Let's suppose your date field is called mydate. If you open your Mail Merge
Main Document, press Alt-F9 to see the underlying field codes, your field
should look something like

{ MERGEFIELD myfield }

(there may also be \*Mergeformat at the end but ignore that for now). Try
changing that to

{ MERGEFIELD myfield \@"DD/MM/YY" }

and doing the merge again. If that works, fine. If not, you will probably
notice that the month and day are correct in the cases where the day number
is greater than 12 and cannot be mistaken for a month. In that case you
/may/ get the result you need by changing the way Word connects to Access
(if you are using Word 2002/2003), try checking Word
Tools|Options|General|"Confirm conversion at open", going through the
connection process again, and choosing DDE when offered. There are other
possibilities but that should do for starters.

Peter Jamieson