After youve selected the page number format Headers & Footer Tools open in the Design tab.

From here you might change different options such as Different Odd & Even Pages.

The process is virtually identical in Word 2010 as well.

Add Page Numbers to Documents in Word 2007 & 2010

That is really all there is to it.

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sshot-2010-02-15-[20-32-43]

sshot-2010-02-15-[20-45-42]