The link you provided above is broken but, I do believe it should appear as:
http://shaunakelly.com/word/numberin...ppendixes.html. That link is what you should be looking at to solve your issues with regard to Heading and paragraph numbering...in addition to Appendix headings & Appendix paragraph numbering. Other links that would be helpful (if you are not already aware of) include:
http://shaunakelly.com/word/numberin...g20072010.html
http://www.shaunakelly.com/word/numb...ingstyles.html
Understanding Styles in Microsoft Word
Tips for Understanding Styles in Word | ShaunaKelly.com
I have attached an example of a document using the heading and numbering examples that you are having trouble with...maybe seeing it will help you. Notice the section headings use the Heading styles 1 thru 4 and the Appendix headings 7 thru 9. (I deleted all data inside the file but it should be a good representation of what you are wanting).
Hope this helps...