Try either of the following in Word:

Use Alt-F9 to look at the field codes in your document. Change e.g.

{ MERGEFIELD mydate }

to

{ MERGEFIELD mydate \@"DD/MM/YYYY" }

or amend that to give you the format you want.

If that does not work, I beieve it is because of a problem in the OLEDB
provider which gets the data from Excel, and you can either
a. contact Microsoft Customer Service and see if they have a fix or
b. check Word Tools|Options|General|"confirm conversion at open", go
through the connection process again, and choose the DDE option when it is
offered.

Peter Jamieson