UK regional settings won't be affecting it - some European ones could, though, due to differences in separator characters. UK, US, Canada & Australia should all be OK.

If you could attach a copy of your mailmerge main document to a post with some representative data (delete anything sensitive), I'll take a look at it. You do this via the paperclip symbol on the 'Go Advanced' tab at the bottom of this screen.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]