On the View menu, click Header and Footer.
Word activates the header and footer area and displays the
Header/Footer toolbar. Initially, the cursor is in the header, but if
you prefer to have page numbers in the footer, you can click the
Switch Between Header and Footer icon on the toolbar.
Click the Insert AutoText button, and then click Page X of Y.
If you run into trouble, see
http://word.mvps.org/faqs/apperrors/PageXofY.htm