Some of the bullet 'lists' in my document jump in their entirety to the next page, even though there's room for some or all of the list on the current page. This leaves a large blank area on the current page. How do I fix this?

Some background in case it's relevant:
I set up my multilevel list and attached my heading styles to the levels as per Shauna Kelly's article. Heading styles for levels 1-4 use numbers and heading styles for levels 5 - 6 use bullets. In other words, I enter bullets into my document through heading styles. I was advised to do this by an MS Office trainer. He advised me that Word has problems mixing a multilevel list with a bulleted list that is not part of the multilevel list.

Thanks