There are a number of ways. The one I favour is to create a list of numbers
in Excel and give it a heading thus

Number
1
2
3
etc

It is simple to do this in Excel - see the relevant section of
http://www.gmayor.com/Numbered_labels.htm - and you can use any number
sequence you wish.

Save the workbook, then use your document as the basis of a form letter mail
merge. Add the merge field to the header/footer where you want it to appear
and merge to the printer or a new document. You will get a numbered copy for
each record in the Excel file.

See http://www.gmayor.com/mail_merge_labels_with_word_xp.htm or
http://www.gmayor.com/merge_labels_with_word_2007.htm

which explain the general procedure.