Instead of hyperlinks, what you may wish to use is cross-references. From the menu bar, choose "Insert-->Cross-reference". This will open a dialogue box titled "Fields".
From here, I make sure that in the "Type" box I have "Headings" selected. In the "Selection" box your headings will be listed and selectable. Finally, in the "Insert reference to" box, choose how you want the cross-reference to appear. I use "Reference", followed by a tab, followed by "Page" (making sure that I have the same selection for both Reference and Page), which yields something like this:
Heading 1 ........ 7
Note that to get the dots you must have the appropriate fill character selected for tabs in the paragraph style dialogue.
And you must have your chapter/section/whatever set as the appropriate heading style, of course.
If you export to PDF with OpenOffice.org (I've switched to LibreOffice, not that it matters), this method will also generate a set of bookmarks.
It's a little bit of a shift, thinking "hyperlinks" to thinking "cross-references", but cross-references are easier to maintain. If you want to stick with hyperlinks, you ought to be able to select the link and set the text color to black.
Either way, hope it works out for you,
Last edited by The Straven; 06-29-2011 at 05:37 PM.