Create a book file with the

In reply to InDesign - No Heading when the first line is a specific style:

Create a book file with the individual chapters as separate files.

http://help.adobe.com/en_US/indesign/cs/using/WSa285fff53dea4f8617383751...

Set up each file with a master page with a text variable running head set to the chapter title style sheet (or to the document name if you prefer) and a master page without a running head for the first page.

When it synchronises it will keep the same master for the first page and default to the other for the remainder of the chapter.