It's a bit messier than Starson17's solution, but if that's not working, try this:
Code:
<b>Page [0-9]{1,3}</b></p><p>
Basically, just copy an example of the part you want to match, then replace the actual digits with [0-9] (or /d, like Starson used, but you said it didn't work), and then use the squiggly brackets to set the minimum and maximum number of digits in a row (I assumed no more than 999 pages).
But Starson17's regex should have matched.. make sure all the tags surrounding the page number are correct. Maybe copy/paste an actual example, and then replace the middle of it with the regex, to be sure you didn't miss a space or something.