You don't need a loop for this. Indeed you don't even need a macro - a simple Find/Replace would do. That said, as a macro, you could use:
Code:
Sub Demo()
Application.ScreenUpdating = False
With ActiveDocument.Range
With .Find
.ClearFormatting
.Text = ""
.Replacement.Text = ""
.Style = "Heading 3"
.Wrap = wdFindContinue
.Execute Replace:=wdReplaceAll
End With
End With
Application.ScreenUpdating = True
End Sub