Thank you Steve! Was a very original solution. Any way I
would like to find a definitive solution since converting
the numbers to text creates the problem of maintaining
the numbering manually. I have some ideas, just I don't
know how to start:

1) Create a macro that generates the numbers in sequence
using the proper ordinals in femenine.
2) Find where MS Word stores the numering text (First,
Second, etc) equivalences in Spanish as subtitute the
values there.
3) Use a numbered list that shows numbers in WHITE so
they are invisible. Then run a macaro that inserts
PRIMERA when it finds the first element on the list,
SEGUNDA with the second until the whole list is updated.
Doing so when the user inserts a new item on the list the
macro will assign the proper femenine ordinal.

I like this last option but I don't know how to locate
the elements of the list.

Thank you!