By default, both the TOC text and page number are hyperlinked in Word
2003, but you need to Ctrl+click on the hyperlink. You can change the
Ctrl+click to a regular click in Tools | Options | Edit.
If that's not it, then click somewhere in your Table of Contents, and
press Alt+F9 to switch to display of field codes. For the TOC field,
you should see something like:
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