OpenOffice.org/StarOffice has a function similar to the above-mentioned MS Word function. You create a table of contents (TOC) by selecting the document styles and then inserting the TOC into the document. As far as I know, any style within the document can be used for the table of contents and you can have multiple levels within the TOC.
I use StarOffice to make PDF ebooks for my Sony Reader (it's the format that works best for me) and it does an excellent job of making a TOC for my ebooks. If I make changes to my ebook (such as changing the size of the text, or the spacing between the paragraphs), all I need to do is update the TOC when I finish and it will reflect the new page numbers.
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