These steps are for Word 2007. They should be nearly if not completely identical for Word 2010.
Within the Home tab, on the Styles group title bar, click the small × at the right hand side. This should open a Styles floating window listing the recommended styles. There are three buttons at the bottom left andOptions at the bottom right. Click Options and setSelect styles to show as Recommended. Click OK. Now click the right-most of the three buttons (Manage Styles). On the Recommend tab, select Heading 2 from the list and then click the Show button below. Repeat for Heading 3. Click OK to save your changes.
The Heading 2 and Heading 3 styles should readily be available for you now.