I just figured out how to solve this problem, so thought I should probably post my solution here in case someone comes across this thread in the future:

The reason my first recorded macro didn't work was that there are two ways to expand a heading:

1. You can double click on the plus sign to the left of the heading, or
2. You can click on the plus sign on the Outline Toolbar.

When I first tried recording my macro I used the first method. Apparently the Word 2003 macro recorder doesn't record the first method. But I learned that it does recognize the second method.

I found this out by re-recording my macro using the second method. Then when I played the macro back, it opened the .doc file and expanded just the first heading of the outline, just as I had hoped it would.

I looked at the macro code and here's the command:

ActiveWindow.ActivePane.View.ExpandOutline Range:=Selection.Range

So now, how do I mark this thread as "Solved!"?

Will in Seattle
a.k.a. "Clueless"