Don't have Word 2002 to hand but would the Find and Replace function (shortcut - "Ctrl + F", and select the Replace tab) work?
May require a lot of prethinking if inserting say a new step in that you would need to change all the following step numbers (largest first) before hand ie Find Step 21 and replace with Step 22 etc. If it is just updating a reference because a source document has been updated then the Find and Replace function works a treat.
Hope that makes sense - explaining computer babble not my strongest point!