Debra Dalgleish posted this for a different question:

In the Mail Merge, after you select your Excel file as a data source,
you should see a 'Confirm Data Source' dialog box.
(If you don't see the dialog box, change the setting in Word --
under ToolsOptions, General -- add a check mark to
'Confirm Conversion at Open')

From that list, choose 'MS Excel Worksheets via DDE (*.xls)', and your
formatting will be retained.

If you have to connect through a different source, you can format the
fields in the Word document. For example, to specify a number of decimals:

1. In Word, in the Main Document, press Alt+F9 to view the field codes.
2. Find the field code for the number. It will look something like:
{ MERGEFIELD FieldName }
3. Add a switch, to format the number with two decimal places.
For example:
{ MERGEFIELD FieldName \# "#,##0.00" }
4. Press Alt+F9 to hide the field codes.
5. Save the Main Document

You'll have to change the format to what you need.

==========
An alternative.

Use a helper cell with a fromula like:
=text(a1,"00000")
and use that in your mailmerge.

mphope wrote:

I saw a couple of other posts regarding the problem with the zeros not
displaying properly in zip code entries. I'm able to see the zeros, but when
i try to mail merge the zeros are there but the rest of the zip code
dissapears. Or if I don't format the cell as text, then the zeros don't
print, only the last four digits print. So i either get 0 by itself, or 1234
with no zero in front. Can someone please help me?

--

Dave Peterson