You use Sigil to do it. You have Sigil generate a toc.ncx and NOT an HTML based ToC. Then you have Calibre convert the ePub and it converts toc.ncx into a ToC for the Mobipocket file. ePub with an internal tOc looks and feels like you don't care about the ePub and only made it as a step to going to Mobipocket.
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