Word: combining cross-references efficiently
In short, here's the answer you want, I think: But wait! There's more! Yet another user, Michal Solecki, discovered that using the # 0.0 switch failed with double-digit figure numbers, but he figured out the solution: if you have more than nine figures in a chapter, you will need this field:
{ REF _Ref218925266 \# 0.0x \h }
Presumably if you have more than nine chapters, you'd need # 0x.0x.
Credit goes to: http://wordfaqs.mvps.org/CombineXrefs.htm