Jim,

That's the way Word works. If you are in the document, 'select all' (ctrl-A) selects only the text in the body of the document, when you are in the header it only selects text in the header and when you are in the footer it only selects text in the footer. So you need to repeat the operation three times to select REALLY all.
Just try it: make a document with AAAAAAA in the header, the body and the footer. Then use 'select all' and 'replace all' to replace all A to B. Note what's selected and what's grey, and note what changes.

It has nothing to do with ASK fields, just with the range of a selection. It's a feature, and designed so by the makers of Word.

If you ever again speak to a Microsoft employee who doesn't know what an 'ask field' is (neither did I, by the way, but I'm not being payed for it), point him to publicly available information like http://office.microsoft.com/en-us/assistance/HP051861331033.aspx and (more advanced) http://office.microsoft.com/en-us/assistance/HP051861331033.aspx

Kees