Yep, makes perfect sense. I was straggling with the same thing once.
Solution is the following (OFFICE 2010, 2007).
At the end of each chapter:
Menu: PAGE LAYOUT - BREAKS - SECTIONS BREAKS (choose the type of breaks that fits your design)
This will divide document in logical sections and each section can be formatted differently.
Than insert headings in Section 1 (for now they will be same all over again), and click to edit the Header of Section 2 and unclick "Link to Previous" in the new appeared menu "Header & Footer Tools".
Repeat for every chapter. Voilą