Geoff - if all you want to do is sequentially page number the file, just
open Header and Footer view and use the toolbar button to insert the page
number field.

IMHO it's always worth trialling your final publishing strategy early in the
process - simple page numbering is really not an issue, but there are many
other things that could keep you up to 3am the day before delivery <g>. You
may find you have other requirements for the combined document - a table of
contents perhaps, or a 'running header' showing which report you are in? If
your reports are being created separately, are they all using the same
styles, or will you find you have to do massive reformatting?

The way you describe this as saving 'pages' I wonder if you are trying to
control the page breaks manually, rather than letting Word flow the text
according to your style rules? If so, you might indeed get some nasty
surprises on trying to add the page number later.

--
Margaret Aldis - Microsoft Word MVP