oh, no! don't chop it up and fiddle with the numbers!

You can insert a field in your header so that it will display the content of a heading style. This is my favorite as it is dynamic. Position the insertion point and then Insert > Field > Styleref, pick the style.

You can also have multiple headers and footers using Sections. (You can have a different header and footer for each section) To insert section breaks, if I recall in 2003, it was Insert > Break > Section break.