Hi Terry,
Thanks to you all, now it is working. However one small problem I am unable to change the font size or font. The coding is as follows

loRange=activedocument.range()
With loRange
With .Font
.name="Times New Roman"
.size="12"
Endwith
.ParagraphFormat.Alignment=wdAlignParagraphLeft
.Insertafter("THIS IS THE MAIN HEADER")
.MoveEnd(wdParagraph,1)
.Collapse(wdCollapseEnd)
With .Font
.name="Times New Roman"
.size="10"
Endwith
.Insertparagraphafter()
.Insertafter("THIS IS THE SUB HEADER")
.Collapse(wdCollapseEnd)
Endwith

Both the main header and sub header appear in size 12

Regards and Thanks

Bhavesh