editing the header differently for each page of a document

It sounds as if you're just typing numbers into the header instead of inserting a PAGE field. How you do this will depend on your Word version:

Word 2003 and earlier: On the Header and Footer toolbar, click the button for Insert Page Number.

Word 2007 and later: On the Header & Footer Tools | Design tab, in the Header & Footer group, click Page Number, select Current Position, and click on Plain Page Number.

In any version, you can also insert a PAGE field by pressing Alt+Shift+P. When you insert the page number field, it updates automatically on each page. But Word applies numbers to pages regardless of what page number you have displayed in the header, and the numbering should be correct in your TOC and index. If you want to change the way the pages are numbered (for example, if you want to restart numbering after front matter), then you need to use the Format Page Number dialog to set the starting number in a given section (you must have a section break to restart numbering). Access this via the Format Page Number button on the Header and Footer toolbar in Word 2003 and earlier, or via Header & Footer | Page Number | Format Pages Numbers in Word 2007 and later.