If the link that Charles provided above is not working for you then you are probably overlooking something in the process. That link is basically...the Bible for paragraph heading and formatting within MS Word. You may want to revisit the link and try again.

On another note, if you are only going to use Headings 1,2 and 3 for the TOC and the subsequent paragraphs (numerals 1, 2, 3 etc and a, b,c) outside of the TOC, you would want to format them in something other than Heading # style. For example, format those paragraphs in a style of List, Paragraph or, define your own style type.