Hi Michele,
I would suggest using a macro, fixUSzip5, to fix so that all
of your zip codes are text. The column should be formatted
as text so that future zip codes will be entered as text.
Rearranging Data in Columns
http://www.mvps.org/dmcritchie/excel/join.htm#fixUSzip5
When finished you will have all text entries which is good
for 5 digit and 9 digit zip codes and will be left aligned
by default, and you can put any country's "zip code" in
the field without any problem.
Using a macro beats adding the extra "helper column",
and eliminates the problem with some zip codes being
numeric instead of text.
Numeric zip codes will interfere with sorting as you have
seen, and numeric zip codes will not work properly with
Mail Merge as you would lose a leading zero in many
of the zip codes.