I may have found a way around this problem.
When you are in Word, choose "Create PDF" from the file menu.
Under the General tab, uncheck "Convert Headings to Bookmarks"
Under the Bookmarks tab, uncheck all of the heading styles, then click the
add button and choose the "Hyperlink" style (I'm assuming you hyperlinked to
your bookmarks in the Word file).
With these settings, when I create the pdf from Word, the hyperlinks to my
bookmarks as well as internet sites are retained in the pdf file without
having to reset them in Acrobat.
Hope this helps.