There is no such option in Word.
The only solution would be to break the table into three tables with the same headers:
The starting part where the header repeats
The middle part where the header does not repeat
The ending part where the header repeats.
Here is what i did:
Select any word in the paragraph, right click go to paragraphs==> tabs==>set
the default tab stops to 0.1
Backspace the second line so that word at the end of first line and first word
at the beginning of second line becomes one, then press tab it will do the job.