Yes, this is possible in Word, but not quite that way. Word has no way
to insert volume numbers automatically, so you would have to start the
page numbering in Volume II to follow the last page in Volume 1.

In each document, insert an RD field that references the other
document. Read the Help topic "Field codes: RD (Referenced Document)
field" for instructions.

--
Regards,
Jay Freedman
Microsoft Word MVP FAQ: http://word.mvps.org
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On Mon, 15 May 2006 11:23:01 -0700, jcolleye
wrote:

I have a 600-page Word document which I would like to publish in two volumes.
It requires a fairly long index. I would like EACH volume to contain a
GLOBAL index which would cover both volumes (e.g. Washington: I, 72; II, 83,
65). Is this possible with Word 2002 or another Microsoft product ?

Thank you in advance !