In every version of Word, page numbers in TOCs are hyperlinked. In Word
2000, the entries are also hyperlinked by default, and there is no way,
through the UI, to deselect this option (you have to edit the TOC field
code). In Word 2002 and above, this is still the default, but there's a box
in the Table of Contents dialog that you can clear.
That said, what determines whether just the page number or the entire entry
is hyperlinked is the \h switch in the TOC field code. It sounds as if your
TOC doesn't have this switch. Press Alt+F9 to display the field code, add
the \h switch, Alt+F9 to toggle back, and F9 to update the TOC.
Note that hyperlinked entries will show up as having the Hyperlink character
style applied, but it is suppressed, so TOC entries don't look blue and
underlined except in Web Layout view. If you unlink the TOC, however, the
Hyperlink formatting will resurface, perversely since the entries are no
longer hyperlinked.
In Word 2002 (I think) and above, you will have to press Ctrl when clicking
on an entry in order to follow the link (unless you have changed this
setting in Tools | Options | Edit).
