The best way to have both numbered and unnumbered headings is to use
separate heading styles. Since numbering works best with the built-in
styles, you could make new styles "Unnumbered Heading 1" etc., and then base
Heading 1 etc. on those styles (assuming you want the same font formatting
etc.) but with the addition of outline numbering. Or if you want the
convenience of built-in Headings for ease of cross referencing, you could
use, say, Heading 8 and Heading 9 for the unnumbered headings.

For full instructions for setting up the numbering, see
http://www.shaunakelly.com/word/numbering/OutlineNumbering.html

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Margaret Aldis - Microsoft Word MVP