Hi,

simple example for header consisting of
1 paragraph only.
Inserts at the end of the paragraph.

' wdHeaderFooterPrimary = 1
Dim rTmp As Range
Set rTmp = ActiveDocument.Sections(1).Headers(1).Range
With rTmp
  .InsertAfter "Page "
  .Collapse direction:=wdCollapseEnd
  .Fields.Add Range:=rTmp, Text:="PAGE"
  .End = .Paragraphs(1).Range.End
  .InsertAfter " of "
  .Collapse direction:=wdCollapseEnd
  .Fields.Add Range:=rTmp, Text:="NUMPAGES"
End With

I left some options out for brevity.
There might be still simpler solutions.

Greetings from Bavaria, Germany
Helmut Weber, MVP
"red.sys" & chr(64) & "t-online.de"
Word 2002, Windows 2000