What is happening is the following: When you delete a section break, the formatting of what used to be the following section is applied to the current section. For more, see
http://word.mvps.org/faqs/formatting...thsections.htm.
To fix the numbering, click the Insert tab, and then click Page Number | Format Page Numbers. Make sure that "Continue from previous section" is selected, and click OK.
If it still doesn't work, change the "Section start" option in the Page Setup dialog box to "New page." (To display the dialog, you can double-click the vertical ruler or click the dialog launcher button in the Page Setup group on the Page Layout tab.)