It sounds like you are using the built-in PDF function that 2007 has, not
sure but this does not use the Adobe Software that you also have on your
system. Also not sure how you change the settings in this function.
If you are trying to create from Adobe software, what version are you using?
In mine, go to Edit, Preferences, Convert to PDF, Microsoft Office, Edit
Settings, check the box for Add Bookmarks and Links to Adobe PDF file.
The use the File, Create PDF, From File.