When I cut a heading and its heading number from a Microsoft Word document and paste them into an Outlook 2003 HTML message or Wordpad, the heading numbers are always reset. For example, 184.108.40.206 My Heading is pasted as 220.127.116.11 My Heading. When you copy text into the clipboard, it can be copied using multiple formats (text, RTF, metafile, etc.). In this case, the plain text version has the correct heading number but the RTF version does not. Note that you can check the contents of the clipboard using clipbrd.exe.
Following on, I found that Outlook 2003 only allows the user to choose the paste format (Edit / Paste Special menu item) when the message is RTF, not HTML or plain text.