I am afraid you don't quite get my question. I am alright with the headings and what not. However, when it comes to captions of figures I put in the thesis, it is a different matter. They appear like this:
Table I.1 (I want it to be Table 1.1)
Figure II.4 (I want it to be Figure 2.4)

The Roman Numerals appear because I use roman numerals for my Heading 1. What do you think? Thanks