I lost the bookmarks when I printed a pdf file to the "pdf" printer

I created a pdf file by combining a group of pdf files. The resultant file automatically contained bookmarks based on the "combined from" file names - good job. I added headers and footers to the combined file - so far so good. Since this "combined" file will be combined with others into another larger pdf file with new headers and footers, my headers and footers will be replaced - not good. My solution was to "print" my file to the printer named "Adobe PDF", turning my headers and footers into a base part of the document. Unfortunately, the bookmarks disappeared. How do I make the headers and footers permanent and retain the bookmarks? By the way, I am using Acrobat Standard, version 8.2.6.