Changing

This can be done by
The best way to change a section break is *not* to try to delete it or replace it. Instead, place the insertion point in the section following the break, go to the Layout tab of Page Setup, and change the "Section start" to "Continuous."

You must remember that the formatting for each section is maintained in the section breaks at the end of each section. This might seem odd, since you can only see two section breaks in the document, even though there are three sections.
The formatting for Section 1 (New Page) is in the first section break.
The formatting for Section 2 (Continuous) is in the second section break.
The formatting for Section 3 (New Page) is in the implied section break that is always at the end of a document.
Note that there is an implied section break at the end of the document. This section break is not visible, of course, but it is nonetheless there, and contains formatting for the final section.

When you position your insertion point just before the second section break and press the Delete key, the section break is deleted. This deletes the section formatting for the second section, and the text in that section automatically is formatted according to what was in the third section.

There really is no way to delete the final section (the implied section that is always there) in a document. Instead, you must change the formatting of that section so it reflects what you want.

http://wordtips.vitalnews.com/Pages/T0262_Avoiding_a_Section_Break_Booby_Trap.html
http://etd.circa.ufl.edu/present/sectionbreaks.html
http://word.mvps.org/FAQs/Formatting/FtnoteSpanColumns.htm

If this doesn't work, try copying the text from each section (separately, without the section break) to a new document, then reinserting the section breaks as needed.