Stubborn Header

Win XP Pro / Office 2002 SP3
I have a set of documents (±160) that require a different first page
(different margins and no header and footer).
For this purpose I have inserted a section break at the bottom of page 1,
and then inserted the header and footer on page 2 with "Same as previous"
deselected. Under File|Page Setup, "Different first page" is also deselected.
The Style for the header has a double line below, and the footer has a
double line above.
On some documents—only on some—despite all my efforts (selecting the whole
header and deleting), an empty header and footer still appear on the first
page, i.e. just the lines. What else do I need to do to get rid of this
header and footer?