Dynamically changing headers?

I have a long document in outline form and broken up into sections. In
addition to the page number in the header I'd also like to include the
section number that is on that page to make for easy document navigation.
As the document is edited and sections added, I'd like for that "section
number" in the header to be able to change according to whatever section is
actually on that page.

I'm trying not to have to manually type the appropriate section for each
page onto the header of each page.

Make sense? And if so is it possible?

Thanks,
Tom