header/footer problems only in certain documents

[Endzone]

I am using word 2003, and I wonder if anyone might have an idea as to why "view/header and footer" displays differently on various blank documents. What I am trying to do is paginate using "i" for the first page, "ii" for the second page, and "1" for the 3rd page, "2" for the 4th page, etc. I can do that, but here is the bizzare thing. I can only do it on documents that have the words "header" and "footer" displayed above the boxes when I click on "view/header and footer". Here's a picture of how word should normally display the header and footer box:

But now here is what my display looks like when I am unable to paginate like I want to. Notice the words "header" and "footer" don't appear above the boxes when I click on "view/header and footer". I'm wondering what could be causing this? Is it something in the normal.dot file? Any ideas would be appreciated. Thanks.