This is the case with Quark 6.5 (passport edition). I can't speak for 7—soes anybody use it?

Under the Page heading at the top, pull down to Section, and then select 'Section Start' and go down to the Page Numbering area.

That will give you an opportunity to specify what kind of numerals you want to use and what numeral(s) to begin with.

You will want to select this also when you're finished with the Roman numerals and want to return to the regular numbers.