You can group all the sheets together and then print them - this will
give you sequential numbering. To do this, select the first sheet then
right-click on the sheet tab and choose Group All Sheets (the other
sheet tabs will turn white, and you will see :Group in the window title
bar). Then do File | Print (or you might like to do Print Preview
first, just to check), and you will see the page numbers follow on from
each other. You can also set the header/footer while the sheets are
grouped, and this will then be applied to every sheet.

Once you have finished, make sure that you un-group the sheets by
right-clicking the sheet tab again.

Hope this helps.

Pete