Keeping File Links – Converting to PDF

I’m basically trying to create a catalogue document (ideally in PDF) linking to other files stored on a CD.

No problems when using Word. I have the document with hyperlinks to other files on a CD. Links work, all OK no real problems so far.

However, when I convert to a PDF file the hyperlinks are not picked up. The PDF file has them in nice underlined blue text, but NO LINK!

I’ve tried various other PDF creators (eg Make PDF and Primo). I have some success with web based hyperlinks (must pick up on the www bit), however still no luck with the document links.

Any help much appreciated.