I have a certain header that always precedes a certain paragraph style. Is there a way to tell Mr. Word not to break to the next page between the header and the paragraph so if the header ends up on the last line of the page it should "throw" it over to the next page. In other words, do whatever is necessary to keep the header and the following paragraph on the same page

Thank Ya all

What is the difference between headings and headers?
I am assuming that you mean "heading."
The heading styles should have the paragraph formatting of "keep lines together" and "keep with next."

You should have no blank paragraph following the heading.
2.2 Why you should press Enter only once to end a paragraph
Spacing to the next paragraph should be controlled by space-after setting in your heading paragraph style.

Yes, you were correct, I indeed meant heading. The Header is on top of the page, if I am not mistaken...what an idiot I was...

But thanks for understanding me and helping. I have set those and we shall see if everything sticks together.

Also, take a look at Why Use Word's Built-In Heading Styles? by Shauna Kelly
By default, those styles have this formatting.