This a tricky one:
First some basics about WORD:
your sample (that looks like 3 headings and 2 paragraphs of text)
1. title one
this is the first title.
1.1 xxxx
2.title two
this is the second title.
technically contains of 5 paragraphs in WORD. You can review that when storing it as html. A Heading in WORD is the same paragraph as all others, only applied a different style.
2. Your Integrity Import XSL seems to be working or paragraph Level. That explains the Output:
The Gateway Import basically goes through the html Version of the WORD document from top to bottom and "converts" each paragraph based on it's style into different categories of items.
Each item representing one paragraph, just like in WORD (only that now the inner structure is obvious).
If you want to remain the "structure" seen in WORD, you will have to Change the entire Parser.
e.g.
go through the document from top to bottom and concat all text you find between 2 Headings into one Item.
Each Item must contain 2 text fields, the potential Heading Text and the Content Text
The result would be 3 Items in Integrity
Section - Heading Text - Content Text
1. - title one - this is the first title.
1.1 - xxx - <empty>
2. - title two - this is the second title.
I would recommend to contact PTC for help with that Parser or just accept what you've already have 
Hi Matthias Rump:
thanks for you reply, the last result you provided tha is I want , in fact ,the final working sketch is in the follow pictures.
can you help me to config it right ?
