It's not going to be possible using a Table of Contents in the sense of Word's TOC field.

It might be possible to create a macro to produce output like this but we would need to see a sample document to identify how the page headers change (either section breaks or styleref fields). First page and odd/even headers per section would complicate matters so this could become very tricky if you are not consistent with your document formats.

__________________
Andrew Lockton
Chrysalis Design, Melbourne Australia