There are two methods you can use to successfully do a mail merge from an Excel document to a Word document. These two methods are described below:

Word 2007 and Word 2010

1. Start Word, and then open a new blank document.
2. Go to Word Options
   • In Word 2007, click the Office Button, and then click Word Options.
   • In Word 2010, click File, and then click Options.
3. On the Advanced tab, go to the General section.
4. Click to select the Confirm file format conversion on open check box, and then click OK.
5. On the Mailings tab, click Start Mail Merge, and then select Step By Step Mail Merge Wizard.
6. In the Mail Merge task pane, select the type of document that you want to work on, and then click Next.
7. Under Select starting document, select the starting document that you want to use, and then click Next.
8. Under Select recipients, click Use an existing list, and then click Browse.
9. In the Select Data Source dialog box, locate the folder that contains the Excel workbook that you want to use as your data source, select the workbook, and then clickOpen.
10. In the Confirm Data Source dialog box, click to select the Show all check box. ClickMS Excel Worksheets via DDE (*.xls), and then click OK.
11. In the Microsoft Excel dialog box, under Named or cell range, select the cell range or worksheet that contains the data that you want to use, and then click OK.
    NOTE: Your data now appears in the Mail Merge Recipients dialog box with the same formatting that appears in the Excel worksheet.
    Method 2

Word 2007 and Word 2010

1. In Excel, select the column that contains the ZIP Code/Postal Code field.
2. On the Home tab, go to the Cells group. Then, click Format, and then click Format Cells.
3. Click the Number tab.
4. Under Category, click Text, and then click OK.
5. Save the data source. Then, continue with the mail merge operation in Word.