Hi Will
From the View menu, select Headers and Footers, click on the fourth button
from the right to go to the footer pane and then use the autotext pulldown
and select either the Filename or Filename and Path item. This inserts a
{ FILENAME } or { FILENAME \p} which you can also insert via the Fields item
on the Insert menu.
Please post any further questions or followup to the newsgroups for the
benefit of others who may be interested. Unsolicited questions forwarded
directly to me will only be answered on a paid consulting basis.
Hope this helps
Doug Robbins - Word MVP