Kindle DX PDF Support Limitations
Just collecting them all in one place:
Some notes about the limitations of the Kindle DX PDF viewer:
PDF Table of Contents is not supported.
The dictionary function is not available.
The text to speech function is not available.
The highlight function is not available.
The annotate function is not available.
Hyperlinks in a PDF are not accessible.
You can't change the font size (although tilting the DX to landscape mode does enlarge the images and text).
You can't zoom in (although tilting the DX to landscape mode does enlarge the images and text).
You can't move the 5-way controller to acess the cursor when viewing a PDF at all.
All PDFs are shown under "Personal Docs", not Books.
You cannot directly download PDF files to the device wirelessly like you can with MOBI; you have to transfer them via USB.
Basically it's just a PDF viewer, not integrated into the Kindle software at all.
However, I'm hopeful in the future that these issues will be addressed.