It will certainly work with master pages, and that's the way you used to have to do it in early versions of ID. Create a master for each section (you can base them all off a single master that has the common information) and change the header, then apply the masters appropriately.
But this is clunky, and with advent of support for variables no longer necessary. ID has a built-in variable (actually two) for Running Headers, based on either a paragraph style or a character style that appears on the document page. Read about variables, and Running Header variables in particular, in the Help files. One of the nice things about the variable is it is able to pick up non-printing text so that you are able to add a header with thext that does not actually appear to your reader in the finished document if you need to, and you can add that text only once and continue to use the same master page throughout the document.
Well you don't need different master pages.
You go to the single master page and go to
Click the pre-exisiting Running Header and click "edit"
Select "Running Header Paragraph Style"
Style: <select the style of the chapter heading> (if you don't have styles applied to your chapter headings then you need to apply a style to them so they show up)
On the Master Page - insert a text frame in the desired location.
With the Text Indicatior in the text frame - you can choose Type>Text Variable>Insert and choose the Running Head variable you just created.
That will do it.
One VERY important point about variables that neither of us remembered to mention is that they are "single characters" as far as ID is concerned which means they will not break across multiple lines and they cannot have more than one type of formatting applied (you can sometimes solve this by breaking them into parts with multiple character style based variables), and if you don't have enough space inthe text frame to hold them, the text bunches up on itself even to the point of placing multiple characters on top of each other.
Just to add
Your Text Frame must be large enough to have the entire longest Chapter Heading in a single line.
InDesign Text Variables will try to fit all text onto 1 line and doesn't let the text run onto the next line, longer sentences can appear squashed.
If the Running Heads look squashed let me know, I have a little trick for this - using the Running Head Character Style.
Do you hear an echo in here this morning, Eugene?
Wow - thank you so much - both of you! Am I able to mark 'correct' or 'helpful' for each of you or does the forum only allow 'feedback' to apply to only one person per question?
Only one correct is allowed, but you get two helpfuls.
Points don't mean a whole lot, but give them to Eugene anyway. Maybe he can get a teddybear or a T-Shirt someday.
You ninja'd me so much in this thread, one post behind you all the time...time...time...tim...ti...t
Well, thank you both but I'll give the points to Eugene as his answer was a bit more detailed and that's always very helpful to us Aunties...