You've unwittingly stepped into a minefield. There are several ways to
number things in Word, and they're almost all too complicated and
prone to puzzling problems. :-( There's a treatise on the subject at http://www.word.mvps.org/FAQs/Numbering/WordsNumberingExplained.htm.
For a single simple list, one per document, it's probably best to
apply the List Number style.