There are potentially three headers in each section of the document. Your macro accesses one of them. If you want them all you need to loop through the sections and the headers in those sections e.g.
Code:
Dim oSection As Section
Dim oHeader As HeaderFooter
For Each oSection In ActiveDocument.Sections
For Each oHeader In oSection.Headers
If oHeader.Exists Then
MsgBox oHeader.Range.Text
End If
Next oHeader
Next oSection