There's an article on the Microsoft web site that might help you:

Answer Box: Numbers don't merge right in Word
http://office.microsoft.com/en-ca/as...164951033.aspx


Bailey wrote:
In addresses the first 0 in the zip code does not show or print when merged
to Word labels.


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Debra Dalgleish
Excel FAQ, Tips & Book List
http://www.contextures.com/tiptech.html