Running word 2k

I need to "Outline Number" the headings in over 20 documents. I have a template for the docs. I tried using the built in Heading 1, 2, etc., but they didn't include the numbering attribute. When I try to format the style with numbering, it sticks for a document of 2, maybe a Word session, but then forgets itself. It does this even when I have the .dot open and make the changes from it.

I tried making a new suite of headings --xHeading 1, 2, etc. bur, either that doesn't work or I haven't come on the right way to do it.

Can I make Numbered list look like outline numbering?

The documents have been around a while; lately they were in Word Pro (unnumbered). From Word Pro, I saved them as Word 95/97. Then I opened that iteration with Word and saved them as W2K. Tehy look and behave better that I expected, except for this numbering thing.

Any words of wisdom? -- I'd hate to have to hand number these things.