Martin
What you are asking sounds doable but would take more time than I have available at the moment. Macropod raised the question of inline vs floating shapes which would need to be answered but the basic (aircode) approach I would use is to loop the graphics and apply the heading 1 style at that point to work out the previous heading 1 number. You could also use a counter to keep track of how many graphics have already been found and reset that when the heading number increases.
My initial musings are
Code:
Sub ExportPicts()
Dim aShp As InlineShape, i As Integer, sPath As String, sName As String
Dim iCounter As Integer
sPath = ActiveDocument.Path & Application.PathSeparator
For Each aShp In ActiveDocument.InlineShapes
iCounter = iCounter + 1
aShp.Range.Paragraphs(1).Style = "Heading 1"
i = aShp.Range.Paragraphs(1).Range.ListFormat.ListString - 1
aShp.Range.Paragraphs(1).Style = "Normal"
Debug.Print i, iCounter
'not sure on the code to export inlineshape
Next aShp
End Sub