Thank You....Another excellent suggestion that I have tried as well. The problem as you have pointed out is the "magical" properties of built-in headings such as Chapter Number that play an important roll in captioning and page numbering.
I have been using MS Word for since it was born and this is one area that one would think that Microsoft would have found an elegant solution for by now.
I apologize for the rant but after authoring thousands of documents and answering this same question at work over and over again, seeing the same suggestions online I was hoping someone from Microsoft would chime in and say "Hey, we do listen"