As a starting point in Word (2007 and later, as well reasonably similar in most earlier versions) you need to set up the page layout.

In Word 2007, Word usually opens with the "General" tab selected. The second tab to the right of that one should be "Page Layout."

On the Page Layout tab, you need to click on "Margins" and then at the bottom click on "Custom Margins." This should show you an actual Menu showing "Page Setup" as the name of the menu, and looking a little bit like what was in older versions.

To be able to control headers/footers, you first need to go to the "Layout" tab on the "Page Setup" menu.

There will be a box for "Section Start" that will probably say "New Page." It doesn't make too much difference what that box says, since you can "format" sections breaks as you insert them to make them "continuous" or "new page."

A section (panel) below that shows "Headers and footers." You can choose "Different Odd and Even" and/or "Different First Page."

If NONE OF THE HEADER FOOTER BOXES IS CHECKED, whatever you put in any header that opens should appear on all pages of the document. Same for footers, one footer all pages.

If the box for "Different Odd and Even" is checked, you will have to create an "odd page header" (and footer) and separately create an "even page header" (and footer). These two (odd page & even page) may be in addition to the separate "first page" header if that box was also checked.

Navigation in headers/footers can get rather complicated if you have checked any of these boxes. The "Different First Page" usually will assume that the first page of each new section that starts on a new page should have a "first page header/footer," so if you click to go to "next header" while in a "first page header" it should go to the next page it thinks needs a "first page header." Clicking "Same as Previous" should make "this first page header/footer" same as the previous first page header, but I've found that to be somewhat erratic.

If you are in an "odd page header/footer" when you click "Next" or "Previous" you should go to the next odd page header, rather than to the header on the next page. This behavior also seems somewhat erratic.

When you click into a header or footer, the Word 2007 Menu Bar should open the "Design Tab," showing the "Different First Page" and "Different Odd and Even" selections, but not obviously including the option whether a change you make is to apply to "entire document" or "this page forward." Due to ambiguity about how what you click will be applied from this menu, it seems that you would always need to verify which way a change will go, but evidently Microsoft doesn't think you should care.

In general, the Word 2007 "iconization" is so ambiguous that I just use shortcut keystrokes for most of what I want, so I haven't really explored how to use the "idiot boards" for much, or the indecipherable consequences of doing so; but it would appear that much of the difficulty previously described in this thread can be resolved by careful attention to how the page breaks and headers/footers are set up and managed in the Word version in use.

For "troubleshooting" I can suggest using the "F5" key, that should get you a "Go To" menu. You can choose "Go To Section" and click "Next" repeatedly to flip through the sections to see what's happening. (A header/footer change within a document can only be applied at a Section change.) Then you only need to figure out why it's doing something unrelated to what you intended.

John