You can do this without either Section breaks or having anything other than an ordinary page layout, though the method will work with those, too. All you need is a field coded along the lines of:
{={NUMPAGES}-{PAGE} \# ",,'This is the last page'"}
or:
{IF{NUMPAGES} = {PAGE} "This is the last page"}

Note: The field brace pairs (i.e. '{ }') for the above examples are all created in the document itself, via Ctrl-F9 (Cmd-F9 on a Mac); you can't simply type them or copy & paste them from this message. Nor is it practicable to add them via any of the standard Word dialogues.

__________________
Cheers,
Paul Edstein
[Fmr MS MVP - Word]