Whenever I need to include *headings* in a Word Document, I use the Headers & Footers option - these work even if you want different headers throughout the document, you just put in section breaks at the required place. The Headers then get printed out at the top of each page, so you don't need to worry about ensuring they are in the right place. The same goes for Footers by the way - these are very useful if you want to identify the name of the document, author, date etc.
To put a header into your document, click on the View tab, then click on Header & Footer. Word should automatically take you to the Header area but if you need to go to the Footer area, just click on the 4th button from the right.