Versions of Microsoft Word before Word 2007 had the following annoying bug:
Consider an Excel spreadsheet with the following data.
|Name||Date of Birth|
The astute will notice the dates are in Day.Month.Year format.
Now we mail merge into Microsoft Word
Ed Apple 12/3/1978
Fred Pear 04/12/1956
Rosemary Peach 12/04/1968
Notice that the date is now in Month.Day.Year format.
Microsoft KB article 325579 has further details.
The workaround is to manually edit the MergeField to explicitly format Day.Month.Year.