Customise Caption numbering in MS word 2007?

If I have a sequence of Table (caption) numbers in MS word:

Table 1
Table 2
Table 3
etc

How can I change to the below?

Table 2.1
Table 2.2
Table 2.3
etc

Note the heading numbering in the document begins with 2, in case this can be referenced.

Answer

You need to choose a Multi-Level list that includes the heading styles. Then you can right-click on the number to choose the starting value.

Then right-click on the number and choose:

Then you can add Figure and Table captions:

And proof that it works: