A family of Microsoft word processing software products for creating web, email, and print documents.
This is an old bug that affected Word 2002/3 and relates to the OLEDB driver provided with those versions and which affects data imported from Excel. You must either switch to DDE (see below) or format the dates in Excel as text
From the Tools menu in Word, select Options and then go to the General tab and check the box against the "Confirm conversions at open" item. Then when you attach the data source to the mail merge main document, you will be given the option of using the DDE method of connection which should read the data as you have it formatted in the table.
You can also force the use of the old DDE connection method by activating the MailMerge Helper. This is covered at the end ofMail merge with Word 2002/2003