For what it's worth, I inferred Terrence's question to be
more along the lines of "I haven't yet tried this, but was just
wondering if...".
As Mark stated, I'm not sure it's possible to prevent the
slide number from appearing. Seems that regardless of what is
selected (or not) the slide numbers are just there. Of course,
there is nothing preventing you from removing them after the
content is in Word Document format.