Setting up word heading styles to have multilevel numbering

In order to setup word styles to have good indented numbering system in the header styles,
Like this:

1. Heading1A
  1.1 Heading2a
  1.1 Heading2b
2. Heading1B

You need to work with "List Styles" which is a top level Style binder that groups the header styles into a logical group with logic - specifically you will need to build a new list style and link its levels to the headings.

A very good doc for this can be found here:
http://www.shaunakelly.com/word/numbering/numbering20072010.html