Unfortunately, the Page Number Format dialog box only presents a list
of separators to choose from; it doesn't allow you to specify one of
your own.
What you can do is the following:
1. Clear the option to include chapter numbers with page numbers (in
the Page Number Format dialog box).
2. Use SEQ fields to number the heading level.
3. Add a SEQ field with the \c switch to your footer, immediately
before the page number field.
For example:
In the body of your document:
{ SEQ h1 } Heading 1 paragraph here
{ SEQ h1 } Heading 1 paragraph here
In the footer (or header):
{ SEQ h1 \c }{ PAGE }
To insert the fields, you can use CTRL+F9, which makes Word insert
field delimiters {}, and then you can type the so-called field codes
as seen above.
4. If you want page numbers to restart on each chapter, make sure each
chapter is in a separate section and then use the Page Number Format
dialog box to set the starting page number.
5. You also have to deal with the table of contents field (if you have
one). The TOC field supports the \s switch to include SEQ fields with
page numbers. Press ALT+F9 to see field codes. The table of contents
will display similar to { TOC \o "1-3" \h }. At the end of this code,
add \s.
However, although there is another switch, the \d switch, which lets
you specify the separator for chapter/page numbers in the TOC, it
won't accept an empty string (at least not in my version of Word); the
closest you can get to "no separator" is a space.
Another thing to consider is that chapter/page numbering without a
separator would be ambiguous. For example, if a number is "121", how
would you tell the difference between page 21 of chapter 1 and page 1
of chapter 12?