office 2000 mail merge with excel missing the 0 in zip

I am doing a mail merge and cannot get my labels to show the full zip code. It keeps deleting the first “0” in the zip and turing it from 5 digit to 4 digit. The excel document shows the 5 digit zip. After I browse and select my excel document the zip shows 4 digits in the mail merge recipients and I do not know how to change it. Please advise-Thank You, Sharon