trying to make a "table of contents" using MS word 2003

I am helping my son with his 30 page State report. Here's my problem, since for some reason I can not get my printer to scan the pages so we can answer (type in) the questions on the page that I scanned, I decided to just type the pages myself in MS Word 2003. On the "Table of Contents" page (think of a book), I can get the words on the left side lined up, but what I want to do is put in those little dots that lead to the page number on the right hand side, but I want the page numbers lines up to, how do I line them up? Thanks

 

Put the cursor where you want the TOC to start. Then go to Insert>Reference>Index and Tables. Select the Table of Contents tab. Check the box to right align page numbers, pick the type of tab leader you want, and click OK.

 

I feel really stupid for this, but I still can not seem to get it to work. Do you have to have all of the pages written out first then do these steps?