Ok, I'm having the same problem. I'm using Word 2013, and I had no trouble finding the "page break before" paragraph setting for style "Heading 1"... but it was already unchecked. I checked it and saved, unchecked it and saved, no change. I noticed that style "Heading 1" is based on style "Heading" which is based on style "Standard", but both of those also have "page break before" unchecked. Can anyone suggest what I might be overlooking?