The trick is to put Section Breaks at each point where the page headers and/or footers change, disconnect the headers and/or footers from the previous section's, and change or remove the page number formatting.
In versions of Word prior to Word 2007:
To create a new section, you add a section break this way:
1. Click where you want the section break to occur.
2. Click the Insert->Breaks menu item.
3. Click Next Page (usually. Sometimes another break type is called for.)
4. Click OK.
Now to give a section different headers and/or footers from its predecessor, you do this:
1. Click the View->Headers and Footers menu item.
2. To disconnect the header, on the Header and Footer toolbar that pops up, deselect the Same as Previous button (usually the fourth to the left of the Close button).
3. To disconnect the footer, do the same as Step 2, but first click in the footer.
Finally, to change the number formatting, do this:
1. Click the Insert->Page Numbers menu item.
2. Click the Format button.
3. Select the number format in the Number Format list box.
4. Reset the page start at one with the Start At combination box.
5. Click OK.
6. If you already have a page number field, click Cancel; if you don't, click OK.
In Word 2007:
1. Click where you want the section break to occur.
2. Click the Page Layout tab on the Ribbon.
3. Click the Breaks button in the Page Setup group.
4. Click Next Page.
Now to give a section different headers and/or footers from its predecessor, you do this:
1. Double-click in the header or footer.
2. In the Design tab that open on the Ribbon, deselect the Link to Previous button in the Navigation group.
3. To disconnect the footer, do the same as Step 2, but first double-click in the footer.
Finally, to change the number formatting, do this:
1. Click the Insert tab on the Ribbon.
2. Click the Page Number button.
3. Click the Format button.
4. Select the number format in the Number Format list box.
5. Reset the page start at one with the Start At combination box.
6. Click OK.
7. If you already have a page number field, click Cancel; if you don't, click OK.
Hope that helps.