You can prevent Word from automatically applying the List Paragraph style to
numbered paragraphs: Click the Office button, and then click Word Options. In
the Advanced category, check the "Use Normal style for bulleted or numbered
lists" and click OK.
But, as Suzanne wrote, using styles with number formatting is the way to
create predictable numbering in Word. For single level numbering, you can use
a style from the List Number series, and you can modify it as needed. For
multilevel numbering, create a list style, whose levels you can attach to
paragraph styles.
To create a list style, click Home tab | Multilevel List | Define New List
Style. Specify a name for the list style, and set its properties via Format,
Numbering; for example, you can attach paragraph styles to each numbering
level. (For more on the Modify Multilevel List dialog box, see
http://www.shaunakelly.com/word/numbering/OutlineNumbering.html.)
Once it has been created, the list style is shown under the "List Styles"
heading at Home tab | Multilevel List. You can apply the style to text by
clicking it, but if you associated it with paragraph styles, it will be
easier to apply the relevant paragraph styles directly to text.
To edit a list style, just right-click its icon and choose Modify from the
context menu. Word displays the Modify Style dialog box.