Jan Berinstein at CompuSavvy is on fire again.  Check out her post:  Restoring the pleading paper if it disappears when you use “Different First Page” (Word):

In order to “suppress” the page number on the caption page of a pleading, people commonly open the footer editing screen and apply the “Different First Page” option from the Header & Footer Too…

Source: Restoring the pleading paper if it disappears when you use “Different First Page” (Word)