I don't think this is programming related. However, use things such as table of contents, and references in your word file. Then get the add on to export to PDF. This should work just fine.

http://www.microsoft.com/downloads/details.aspx?FamilyId=F1FC413C-6D89-4F15-991B-63B07BA5F2E5&displaylang=en

Use things such as a table of contents, and references in your Word file. Then get the add on to export to PDF. This should work just fine, see 2007 Microsoft Office Add-in: Microsoft Save as PDF.