As I spend more time with this one, it's obvious there's more that needs to
be done to the document to allow this to work. Although I've moved further
along, I'm still not at the end with a solution...


Since my original post, I realized the numbered heading styles were
Paragraph-based and not Numbered List-based... that has now been remedied.

To add more information to the puzzle... inside the "Numbering" button
selection window of the caption window, I check the "Include chapter number"
box. when I click OK, I get the following error:
"There is no chpater number to include in the caption or page number. To
apply chapter numbers use the Bullets and Numbering command on the format
menu and select a multilevel list style that is linked to the Heading styles."

The error was a useful piece of information (with some digging) to make it
to the next level, but it's still not enough. From the main menu, I clicked
Format-Bullets and Numbering... and selected the List Styles tab. I clicked
"Add" and brought up the "New Style" window. Once there, I clicked Format,
chose Numbering, and selected the Numbering format I had previously modified.

So, I now have an appropriately named List Style tied to the appropriate
Numbered Heading Style. However, I still get the same error message when I
choose Numbering in the caption window, so something is still not linked
correctly...

Any ideas/suggestions?