If you're unwilling to use a macro, you'd have to do it manually.

Alternatively, if you only need the page #s in the combined document, you can omit both them and the Tables of Contents from the source documents. You can then have both the major and minor Tables of Contents in the combined target document, along with the page #s in that document alone. For the minor Tables of Contents, simply bookmark the relevant INCLUDETEXT field and reference that bookmark in the Table of Contents.

__________________
Cheers,
Paul Edstein
[Fmr MS MVP - Word]