In No matter how I format Zip code on Excel Source Document, when merged, zip
codes beginning with "zero" or a Canadian Zip Code appear as the number
"zero".
Also, after saving merged document as .doc when I reopen it, I get the
message, "Opening this document will run SQL command". Is there a way to
save document as an independent Word document not connected to anything else.

These issues did not happen in Word 2000.