Modifying list styles in word

[dreamz]

Word has option to define own list style. In my case I want to have the chapter number and the name of the chapter in the following format:

CHAPTER 1

INTRODUCTION

If I create a new style or even use the existing one at most what I get is the chapter 1 and introduction in the same line. How can I modify the style so it appears in the above format?

It is necessary for me to use the list style so that I can include the chapter number in my figure/table captions. Also I have to create a auto updating table of content too.