Trying to get a different Header within document

Hey all,
As the subject says, Im trying to set a different heading for different 6 different sections in my 24 page document, but having the page numbers increment as normal.

Ive used the section break thing to seperate between the 2 (or more) sections as "word help" explained. (insert> break > page > OK )

Now, in the header & footer window, theres an option ... "same as previous" which you are supposed to click on to "break contact" with the other section/s. My little "same as previous" icon is greyed out.

Any ideas what I'm not doing right ???
Thanx for any help
Musical.