Not sure if this is the easiest way or even the sort of thing you need but this will get the numbers you need...
Open Excel, in cell A1 put 1.
In A2 put: =A1+1 then press enter
Then click the bottom right corner of A2 and drag down to A1000 and then all the numbers should appear, then copy and paste in to Word
EDIT: LOL told you it probably wasnt the easiest, do as Jazzy says