Consider using buttons instead of links. Buttons can have the same appearance (e.g., transparent) and actions as link annotations, with the advantage that they can be easily copied to every page of a document. So you can create the button on the first page, set its action, set its appearance properties (border, background color, etc.), right-click on the field with the Object Select tool active and select "Duplicate..." from the context menu.
You can do it with Javascript easily enough - either by adding a link on every page with a defined rectangle (useful where the footer item being linked is an image or a commonly-used text string) or by searching the entire document for a specific word and then creating a link box around it. There's no other (automatable) way to get a text link into the Header/Footer OCG. Buttons are fine visually, but accessibility isn't as good (e.g. with a screen reader) and they're a little tricky to push into the Header/Footer OCG given its intent.
See the two examples in the Acrobat 9 SDK help file, under javascript>API>Doc>methods>addLinkWe use a custom menu item based on the first example all the time to make our corporate header/footer logo and copyright messages into web links.
George