Document Map won't show numbering on a heading that immediately follows a hard page break

Lately, I've been working with MS Word 07 to make some documentation of my project. I like to use Document Map feature to move around my document quickly. There is one annoyance when using the Document Map: Why won't Document Map show numbering on a heading that immediately follows a hard page break?

Shauna Kelly gives the solution to this annoyance:

Stop using Insert > Break > Page Break. Instead, use Format > Paragraph. On the Line and Page Breaks tab, tick "Page Break Before". Or, better, use the "Keep with Next" setting to keep the paragraph on the same page as the next paragraph. Or, better still, format your document using styles that have been modified with an appropriate "Keep with next" setting.