can't insert table of contents in word 2002

[rookie1010]

Hello

I can not create a table of contenst. i had started off by creating headers of certain texts

e.g. 1. introduction

2. chapter 1

3. chapter 2

and so on

making sure that these lines were header 1

when i tried to insert the tble of contents, i get

"Error!No tables of contents entries found"

can you guys help me