If you want the TOC to show page numbers in Arabic format, you'll have
to choose that setting in the Page Number Format dialog box: Place the
cursor in the section whose page numbering you want to modify. On the
Insert menu, click Page Numbers. Click the Format button. Choose the
desired "Number format". Click OK, and then click Close. Update the
TOC to see the change.

See also:
http://word.mvps.org/FAQs/Formatting/NumberingFrontMatter.htm

Note that it is possible to format page numbers in the document
different from those in the TOC. If this is what you want, in addition
to the steps described above, you have to modify the page number field
for the section in question. Here's how to do that:

Press Alt+F9 to change field codes. You'll se the Page number field as
follows: { PAGE }. Type \* roman \* upper so that you have:

  { PAGE \* roman \* upper }.

Press F9 to update. Click Alt+F9 again to hide field codes.