You could type [1] and [2] etc after the word and change it to superscript. I'm assuming if printing off, links won't be required.
If not then i'm sure you can hyperlink it somehow...
http://bibword.codeplex.com/releases/view/15852
The above adds more referencing styles to the Word referencing tool, I think IEEE is the Harvard style which has the [1] [2] etc
No point doing it manually like that when Word has a built-in References Manager.
IEEE refs are numerical [1], [2] etc.
Harvard is [Author, Date]
Which, may I add, is awesome.
Indeed, that feature alone was worth the money I paid for Office 2007 back when I was at uni. Took a bit of time to add stuff to it, but it saved so much time in return.