Retaining numbering when placing a word document

[bridgypie]

I am having a serious issue trying to adds numbers in Indesign. I have linked in my word document which has about 20 pages, when placing it, in the options I select preserve style and formatting.

Once inserted it has not retained the chapter and text numbers eg.

1.       XXX

1.1     XXX

1.1.1  XXX

1.1.2  XXX

1.2    XXX

1.2.1 XXX

1.2.2 XXX

instead there is just the text and paragraph spaces.

I have looked up setting paragraph styles in the Indesign document for the different headings, but that seems to take too long to go through the whole document and set each heading to the correct style.

Why can't it import the section numbers, or is there a setting I should change in the word document?

Can anyone help please? (I have CS5.5 version)

Thank you