Make sure that the numbering is correctly defined. Place the insertion point in the first Heading 1 paragraph (in the document, of course, not in the TOC), and then click Home tab | Multilevel List | Define New Multilevel List. Verify that you have the desired settings and that the style names are correct in the "Link level to style" box for each numbering level.
For assistance with the settings in the multilevel list dialog box, see
http://www.shaunakelly.com/word/numb...g20072010.html. The article also describes in detail how to set up numbering from the start.