Restart and Continue

If you don't want to number some of the paragraphs you can stop and start the numbering.
Right click and choose

Restart and Continuing Numbering
Smart tag and shortcut menu

By default you can also start numbering is a list manually from the dialog box

If there is any text between the lists the Word will default to new numbering
If not then Word will continue the numbering from the previous list.

AutoCorrect Options Smart Tag

The only way you can remove this smart tag from appearing is to switch off all your AutoCorrect Option smart tags.
(Tools > AutoCorrect Options)(AutoCorrect tab, Show AutoCorrect Options Buttons).

Auto Numbering
Using a number followed by a period, hyphen or closed parenthesis mark and then a space.

To restart the numbering at the beginning of a new list select (Format > Bullets and Numbering)(Numbering tab, click Restart Numbering.

Word considers a numbered list to be a "family" of numbered lists !!!

There are several ways you can restart numbering and each comes with advantages and disadvantages
Restart numbering manually using the Restart Numbering command (introduced in Word 2002). This sets a "restart marker" against the first list item. This is marker is a type of direct formatting and can therefore cause problems if you copy and paste items, reapply numbering etc.
Restart numbering using outline numbering. This restarts the numbering of a lower level paragraph after a higher one. This involves using a dummy style and needs to be thought through before using.
Restart numbering using LISTNUM fields. The LISTNUM field can refer to the same numbering as numbered paragraph's and can be used to set the numbering for a particular list level. This needs thorough understanding especially when the document contains several numbering schemes.

The most reliable way to create numbered paragraphs is to use styles.
This makes all the paragraphs with the same numbered style belong to the same numbered list and numbering is continuous through the whole document.