How do I control date formatting in a Word Mail Merge?

I am using MS-Word 2003 (11.5604.5606) with Excel 2003 (11.5612.5606) to do a
mail merge which includes a date from the spreadsheet. In previous versions
of Word and Excel, the resultant mail merge file displayed the date in the
format used to display the date in Excel. In the current version, it picks
up the date from the Regional and Language options set for the computer. I
reset the Regional and Language options settings to DD-MMM-YY, but this makes
the rest of the things I do look weird. Is there any way to force Word to
use the formatting in Excel?