Steps:
1. Select the title text paragraph, and then click "Title 1" in the start option to set the title style of the related text.
2. Click "Directory" in the Insert tab, and click "Insert Directory" below in the pop-up options to enter the directory-related settings interface.
3. You can use the default directory format and click OK in the lower right corner.
4. Return to the main document and find that the automatic directory generation operation in WORD2003 has been completed.