There is no tangible difference between the way headers/footers work in Word 2003 and the later versions of Word so upgrading won't help you avoid learning how they work.
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Well, no, I just need to change it. Many many times in this document. And I have no idea about using Styles. Never used them.
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The type of 'change' needed is important. There are real benefits to minimising the number of section breaks in your document so it is best to figure out when your aims can be achieved without a section break.
If you want focused advice, you will need to post a sample document showing the structure of your document and the content of your header/footers. Otherwise we can only give generalised information that may gradually build your knowledge.