Thanks, John.  I guess that I should have stated that I already tried this.  
Here is a copy of the code that I am using (this is in Word 97 if that
matters):

Sub LHAssignKey()
   CustomizationContext = NormalTemplate
   KeyBindings.Add KeyCode:=BuildKeyCode(wdKeyF11), _
   KeyCategory:=wdKeyCategoryCommand, Command:="LetterHead"
End Sub

Sub LetterHead()
   With ActiveDocument.PageSetup
       .LeftMargin = Application.InchesToPoints(1)
       .RightMargin = Application.InchesToPoints(1)
       .TopMargin = Application.InchesToPoints(1.25)
       .BottomMargin = Application.InchesToPoints(0.75)
       .HeaderDistance = Application.InchesToPoints(0.25)
       .FooterDistance = Application.InchesToPoints(0.25)
       .DifferentFirstPageHeaderFooter = True
       .SectionStart = wdSectionNewPage
   End With
   ActiveDocument.Sections(1).Headers_
   (wdHeaderFooterFirstPage).Shapes.AddPicture _
   ("N:\Provider Audit\Templates\MISC\ugsheader.jpg")
   ActiveDocument.Sections(1).Footers_
   (wdHeaderFooterFirstPage).Shapes.AddPicture _
   ("N:\Provider Audit\Templates\MISC\ugsfooter.jpg")
   If ActiveDocument.Range.Font.Size > 10 Then
   Else
       Selection.WholeStory
       ActiveDocument.Range.Font.Size = 11
       Selection.HomeKey Unit:=wdStory
   End If
End Sub