In Word 2002 Help, the search must be made on "page numbers". Word then gives some advice on both removing and adding page numbers.
"The document is divided into sections. When you change or delete page numbers, Microsoft Word automatically changes or removes the page numbers throughout the document. However, if the document is divided into sections, and you have broken the connection between them (by clicking Same as Previous on the Header and Footer toolbar), Word changes or removes the page numbers only from the current section."