IIRC, this would only occur if the column has a mix of data types in the column (e.g. text or numbers, plus the dates). This includes text strings that are formatted to look like dates. If practicable, you should ensure there are only dates in that column. If that can't be done, the serial #s can be converted to dates, but that is liable to convert other numbers also:
{QUOTE
{SET jd{=2415019+{=INT({MERGEFIELD MyDate})}}}
{SET e{=INT((4*(jd+32044)+3)/146097)}}
{SET f{=jd+32044-INT(146097*e/4)}}
{SET g{=INT((4*f+3)/1461)}}
{SET h{=f-INT(1461*g/4)}}
{SET i{=INT((5*h+2)/153)}}
{SET dd{=h-INT((153*i+2)/5)+1}}
{SET mm{=i+3-12*INT(i/10)}}
{SET yy{=100*e+g-4800+INT(i/10)}}
"{dd}-{mm}-{yy}" \@ "dddd, d MMMM yyyy"}
Note: The field brace pairs (i.e. '{ }') for the above example are all created in the document itself, via Ctrl-F9 (Cmd-F9 on a Mac); you can't simply type them or copy & paste them from this message. Nor is it practicable to add them via any of the standard Word dialogues. Likewise, you can't type or copy & paste the chevrons (i.e. '« »') - they're part of the actual mergefields, which you can insert from the mailmerge toolbar. The spaces represented in the field construction are all required, but the line breaks aren't - they're just to make the field code easier to read.
For a macro to convert the above field text strings to working field codes, see:
http://www.gmayor.com/export_field.htm#TextToField