Date Format in Ms Word Merged Document

I m using Mail Merge Tool in Microsoft Word XP through Microsoft Excel I mean my data is in Excel which I use in Microsoft Word XP merge document my date format is in UK Style i.e. (DD/MM/YY in Excel) my regional setting and office language setting is also in UK Style but when the data comes in through merge. The date style changes to U.S i.e (mm/dd/yy) in word merged document please help me in this connection I don?t want to use U.S style how can I solve this problem.
Note: This problem is not in previous versions of Microsoft Office.