Generally, the best way to use the Master Document "feature" in Word, especially Word 2003 is NOT.
If you are really using this, rather than just using the terminology, I urge you to read
Master Documents Feature in Microsoft Word and the pages it links to before you spend any more time on your document. Some key words:
John McGhie: "there are two kinds of Master Documents: Those that are corrupt and those that will be corrupt soon." It was reported fixed in Word 2007, but "The jury is in: The Master Document feature in Word 2010 remains word processing's answer to Conan the Destroyer. Use it only if you enjoy pain and frustration." Microsoft Word 2010 Bible by Herb Tyson, MVP. "Since its inception, the Master Documents feature has been a bit quirky and buggy, and that fact hasn't changed with Word 2010, unfortunately." Microsoft Word 2010 In Depth by Faithe Wempen, p. 681
None of these folks are given to hyperbole.