Hi
As Catalin advises this is the normal behavious of Mail Merge where the first row of the source data ALWAYS contains the feild names. The only other way to achieve what you are looking for is NOT to have any headers in your source data and use the column indicators (A,B,C etc....) as your source column headers. That way your numbers would be in sync between Word and Excel.
Hope this helps.
Tony(OTPM)