Index does not work when convert Word to PDF.

I have Windows XP, Word 2007, and Adobe Acrobat 9 Pro, version 9.2.0.

I have a Word document in Word 2003. It has several index entries. This is a document used by several people, thus needs to stay at the 2003 version.

I am new to using Adobe Acrobat Pro and have not found my situation in the forums.

When I convert the Word 2003 document to PDF, the index does not have links to the appropriate item. The cursor in the PDF does not change when resting over the index or when clicking anywhere in the index.

In Acrobat preferences, I've tried checking and unchecking all 3 options (and all variations of those 3) under the Bookmarks tab: Convert Word Headings to Bookmarks, Convert Word Styles to Bookmarks, and Convert Word Bookmarks.

I've tried converting by these three methods:
1. From Word, clicking the Acrobat button Create PDF
2. From Acrobat, click Create, then Create PDF from file,
3. From Word, clicking Print, then choosing Adobe PDF as the "printer".

I tried changing the Word 2003 document to Word 2007 and converting that to PDF.

I also tried creating a Word 2007 document and created index entries and an index for it. When converting that to PDF, the index items do not link to anything.

None of the above have made the index work.

Please help. Thanks much!