Let me just note for posterity that this message drives me batty.
I think I remember that in Windows 3.1 and Windows 95 that you could do this. Why it's not possible in later, otherwise more advanced versions, of Windows, I don't know. And it's possible in the Macintosh version of Microsoft Office. I cannot be—I know I am not—the only person in the world who regularly works—nay, tries to work— on documents with the same structure, function and thus name in related projects who would like this to be possible.