A family of Microsoft word processing software products for creating web, email, and print documents.
Every section can have one, two, or three headers. There's always the "primary" header, which is the one that just says "header - section __". If you go into the Page Setup dialog's Layout tab (or in Word 2007, the Header & Footer Tools ribbon) and check "Different first page", then you get a separate "first page header - section __", and the "primary header" starts appearing on page 2 through the end of the section. If you check "Different odd and even", then you get an "even page header - section __", and the "primary" header is on the odd-numbered pages (except page 1 if you already have a first page header).
When you insert a section break to create a new section, that new section picks up the settings from the old section that got split into two. If you want the new section to be different, put the cursor in that section and use the Page Setup dialog to change it (pay attention to the Apply To box in the dialog).
The same thing is true if you replace "header" with "footer" in the preceding paragraphs.
Also note that the "Same as Previous" setting only connects headers (or footers) of the same type -- primary to primary, first page to first page, and even page to even page. They're all independent.
Jay Freedman MS Word MVP