I got this error after using Mathtype integrated with Word 2007 for a long time and I couldn't figure out why. This error is because Mathtype needs a defined Section to begin numbering. If there is nothing but text above the location of the first numbered equation it seems to assume it is in Section 1 and begins numbering from 1 without a problem. This error occurs when you have quickparts above the first numbered equation. I got this error when I inserted a cover page from the insert menu. The built in cover pages are made entirely of quick parts. To fix this, just manually define a Mathtype Section or Chapter break (see picture) before the first numbered equation. For a cover page the break actually sits above the abstract...for some reason that's what Word thinks is the last line of the page.
I usually put them on the first line of text - after the headings. You can see the sections breaks in the text if that button that shows all the formatting is pushed (I don't remeber what its called, but it looks like a carriage return symbol), but they don't print.
If you have them on the same line as a heading, they will show up on the auto generated table of contents and you'll have to delete them out.