How do I show actual data in a lookup field for mail merge?

[Melba]

When I try to mail merge to Word from a query I've created it is using the
lookup numeric value instead of the actual data. For example I have created
a dropdown for "City" and when I export for mail merge, the data is coming up
with a numeric figure instead of the actual value (ie. 1= Calgary).

All my queries/forms/reports in Access are using the lookup value (ie. the
city name, not the numeric reference). How do I extend this for exporting
the data to Word?

Thanks