When you are like me have to do a lot of mail merge to create documents. You may find that you will get US format date merged to the documents even your date format of your system or in Excel file is set to UK format. Here’s the solution I have found on the web - Use DDE to merge Excel data.
For details, visit the following website:

http://wordprocessing.about.com/od/usingmailmerge/qt/exceldde.htm