It's not so much that Word deletes removes as that the 'first page' header didn't have a page number to begin with. By design, every Section in a Word document has three headers and footers: primary, first page, and even page. Unless one changes the page setup to use the 'different first page', or 'different odd and even' layout, these just sit unused and usually unpopulated in the background and everything gets done using the primary header & footer.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]

Thanks Charles and Paul. Perhaps the problem I am having is related to the fact that the document already had page numbers assigned before I started fooling with Sections and Different First Page (which I did because like the Header and Footer presentation). Where I'm at now is that I can modify the Header as I wish, but the page number gets removed. Then, if I go to the Footer and enter a page number, that number gets placed on the first page of all the Sections. I'm afraid that I'm in a tangled web and don't know how to get out of it.