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


Lori wrote:
I have a spreadsheet with headers for a mailing. When I do the mail merge
the first digit in the zip code is dropping off. I have the cells formated
for zip code and it is still doing the same thing. Working with Office 2003.


--
Debra Dalgleish
Contextures
http://www.contextures.com/tiptech.html