Why not have your Major/Minor versioning in your document library also represented in your Word document? Makes sense, right? So you could have that change list in your document that auto-populates. Well, it's not really implemented and it requires a lot of hacking. I went round and round to find a simpler hack, but came up short (Content Types will only take you so far).
Here's a link of how to do this, although it's complicated. Further customization would be required to implement it as I'm suggesting (showing all of versions + comments + modified by in a table).
Word 2007 makes this somewhat easier but I still don't think it'll add the version number (I'll have to test this at home).
Such a simple thing, yet so much work.