I have two ways of doing what I think you are talking about.
1) The first time I did this I exported my pdf from InDesign then used Acrobat Pro to manually add the links to the file. This takes a while but you have total control over the links.
2) Using word - make sure each chapter heading has the same text formatting applied to it. Then click where you want the table of contents to appear (usually at the start of the document) then click Insert->Reference->Index and Tables.
Select the Table of Contents tab then OK.
Check that the TOC now contains all of the items you want to link to - if it doesn't - go back and check your text formatting.
Finally go to Adobe PDF->Convert To Adobe PDF and continue with the default settings.
I'm not sure if other PDF export programs work but I have no problems with Acrobat Pro. I hope it does work with less expensive options because I doubt it's worth the cost to most people to purchase Acrobat Pro.
Sartori
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