The TOC is a field and only picks up the formatted page number as set in the Format Page Numbers dialog. It does not pick up anything else added on the page.
You can use Chapter numbering in the dialog.
Here is a temporary link to a document set up this way.
- Page Numbers in Word
- [TOC Tips and Tricks by Suzanne Barnhill, MVP] [http://wordfaqs.ssbarnhill.com/TOCTips.htm