Page numbering / header issue

In word 2007, I am trying to create a header using Insert / header / Built in / Alphabet header style while at the same time also contains the Page X of Y page numbering. Word keeps deleting the header when I enter the command to insert the page numbering??? If I do insert / page number / page X of Y then try to insert a header the page numbering is deleted ..

Any suggestions as to how this can be accomplished?

Cheers,
Sandy