Microsoft Word styles question

[PhilthyPhil]

I am having trouble getting the paragraph spacing how I want it. At the moment it is doing:

...
normal text
<normal paragraph space>
Header
<normal paragraph space>
normal text
<normal paragraph space>
...

I have header paragraph space set to zero. What I want is

...
<normal paragraph space>
Header
normal text
<normal paragraph space>
...

ie no paragraph space between the header and text below but I can't see any way of doing this.