That error is diagnostic:  You have no headings with Heading 1 style applied
in the document, or Heading 1 style has no numbering applied :-)

Both things must be true:  The style you nominate in the Include chapter
Number dialog must be applied to the chapter headings, and that style MUST
have Outline Numbering applied to it.

Since there's a large number of ways this can go wrong, particularly in a
document that someone has already stuffed up before you got it, use "Heading
1" style, and use Format>Style>Modify...(or the Task Pane) To apply
numbering to it.

But: may I ask "Why" you want to include chapter numbering with your page
numbers?  Readers hate it, and it serves no useful purpose.

If you number the pages in a document from page "1" to page "last" in an
unbroken sequence, readers can swiftly navigate because they know roughly
what thickness of pages to turn over to get to "Page 187".

If you send the readers to "Page 5-23" they have no idea where it is, and
are reduced to riffling hopelessly.  It wastes their time, and annoys them.

It's a nasty old work-around that should have gone away along with moveable
type and hot metal.  I suggest it's time to let it go :-)

Cheers

On 17/3/06 8:08 AM, in article
CA443B89-CDE6-42F6-A790-396DD38BB44D@microsoft.com, "Me"