Hi Bijan,
What version of word are you using? Word 98?
I don't know much re Master Documents, b/c they are frequently advised
against, see:
Why Master Documents corrupt
http://www.mvps.org/word/FAQs/General/WhyMasterDocsCorrupt.htm
How to recover a Master Document
http://www.mvps.org/word/FAQs/General/RecoverMasterDocs.htm
It seems the only way to get around the endnote problem if you can't
suppress endnotes is to manually play with your page numbers and collate the
document after printing.
You could have appendices in a separate file, with page numbers continued
from the main file. I am not sure whether there is a automatic way to keep
the page numbers sequential across files, or whether you will have to put in
a start number after you are done printing the main file.
Sorry I can't be more helpful, perhaps someone else knows some tricks.
Dayo