Actually,I just figured it out from some of the posts below...
Select field in the main document you want to apply format to, hit alt-F9,
then add the switch below so your format reads as follows:

{MERGEFIELD phone \# "###-###-####"}

Simple as that.

"GMed" wrote:

When I merge a phone number field into a word document the format disappears.
I want nnn-nnn-nnnn, as in my access database, but in the merged document it
becomes a string of 10 numbers. My field in access is a text data type with
the input mask set as !\(999")"000\-000;0;_