Having seen your document, it is evident that simply deleting Section breaks will compromise its layout. The following code should achieve the desired result:
Code:
Sub LinkSections()
Application.ScreenUpdating = False
Dim HdFt As HeaderFooter, Rng As Range, Sctn As Section
With ActiveDocument
If .Sections.Count > 1 Then
For Each HdFt In .Sections(.Sections.Count).Headers
If HdFt.Exists Then
If Len(.Sections(1).Headers(HdFt.Index).Range) > 1 Then
HdFt.Range.FormattedText = .Sections(1).Headers(HdFt.Index).Range.FormattedText
HdFt.Range.Characters.Last.Delete
End If
End If
Next
For Each HdFt In .Sections(.Sections.Count).Footers
If HdFt.Exists Then
If Len(.Sections(1).Footers(HdFt.Index).Range) > 1 Then
HdFt.Range.FormattedText = .Sections(1).Footers(HdFt.Index).Range.FormattedText
HdFt.Range.Characters.Last.Delete
End If
End If
Next
End If
For Each Sctn In .Sections
For Each HdFt In Sctn.Headers
If HdFt.Exists Then
HdFt.LinkToPrevious = True
HdFt.PageNumbers.RestartNumberingAtSection = False
End If
Next
For Each HdFt In Sctn.Footers
If HdFt.Exists Then
HdFt.LinkToPrevious = True
HdFt.PageNumbers.RestartNumberingAtSection = False
End If
Next
Next
.Fields.Update
End With
Application.ScreenUpdating = True
End Sub