In Office 2011 for Mac OSX:
Add "Page X of Y" page numbers
You can add running-total page numbers, for example, "Page 7 of 9," which automatically update if you add or remove pages.
On the View menu, click Print Layout.
On the View menu, click Header and Footer.
Click the Header area at the top of the page, or the Footer area at the bottom of the page.
On the Insert menu, point to AutoText, and then click Page X of Y.
To return to the body of the document, click Close header button.
Should be simpler, but that would require joined up thinking from MS.