Convert Word with Bookmarks to PDF problem

[Bev]

I'm creating several Word files with links in them to bookmarks in the Word
files which will eventually be PDF files with the bookmarks.

The PDF links to bookmarks work fine if I'm working within the same file.
It's a problem if I try to link to a different PDF file with bookmarks in it.
I want the file to open at the bookmarked area and not at the beginning of
the file.

Any suggestions? What am I missing or forgetting to do or doing wrong?

Here's a sample of the hyperlink info:
C:\HCS08WF2\HR_GENERIC\HR Supplemental Data.pdf#Enter_Physical_Addr_Info

The Word's bookmark name is: Enter_Physical_Addr_Info
The converted Word to PDF file name is: HR Supplemental Data

Thanks... Bev