How to insert a continuous section break in Word 2010, and not have it change into a next page section break?

I need to put 24 different headings into a document, for the various sections. I can cope with changing the headers - just about. But the section breaks themselves are causing me problems because of turning themselves into next-page breaks - which leaves a blank space at the bottom of the page because of starting the new section on the next page; and I don't want to leave any blank space. I thought I had cracked it, progressing section-by-section, but when I reached section 12, putting in the section break for section 12 caused the break at section 8 to turn into next-page. I was checking back through the document each time I put in a (supposedly) continuous break and changed the header, to make sure the headers were right as I went along - that's how I know the section 8 break changed at that point. So I've called a halt and am looking for help!