You can do this with a fairly simple macro:
Code:
Sub Demo()
Application.ScreenUpdating = False
Dim Prgrph As Paragraph, i As Long, Rng As Range
For Each Prgrph In ActiveDocument.Paragraphs
If Prgrph.Style Like "Heading #" Then
i = i + 1
Set Rng = Prgrph.Range
Rng.End = Rng.End - 1
Rng.Text = 10000 + i
End If
Next
Application.ScreenUpdating = True
End Sub