Uhm, if you don't have a clue, headers is a fairly complex place to start.

Every section of a Word document has three headers, whether they show up or not.
The entire document can be one section; on the other hand, a single page can have multiple sections.

Header/Footer Settings Recap

You need to figure out which header in which section is causing you the problem. Go to the page with the problem header and try double-clicking in it to edit it.

If you write back describing the exact header causing the problem with more information on what the problem is, someone here will probably be able to help you. If you are really in a hurry, the following tool could probably help. It lets you look at each header and footer as well as the relationships between them. Word Toolkit for Advanced Management of Word Headers and Footers
(EDIT: Oops, that will not work on Word 11.)

Read the recap, at least, first, though.