If this is a table of contents, the easiest way to set it up is by letting Word do the job for you. See
http://www.shaunakelly.com/word/numb...fcontents.html.
If you prefer to do it manually, what you need is set up a right-aligned tab stop (at the right margin) with a leader. See
http://wordfaqs.mvps.org/ManualTOC.htm and prepare for a lot of extra work...