To do this you need to be using the heading styles where the number for Heading 1 is the number that appears in your "figure A" example.

The incrementing number needs to have a field value that tells it to reset after a Heading 1. The field code should look something like the following...
{ SEQ Figure \* ARABIC \s 1 }
where \s 1 tells the number to restart after a Heading 1 paragraph.

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Andrew Lockton
Chrysalis Design, Melbourne Australia