How to setup word docs, converted to PDF on local drive with links to a second file at a page

Question

how to setup word docs, converted to PDF on local drive with links to a second file at a page
Need to setup a set of word documents, converted to PDF that has links from one file to a second file at a given page.
I would like to setup a set of pdf documents, on the hard disk of a PC or Mac, that can be open with acrobat pro running on the same computer and have the link jump to, and open in a new window, in acrobat pro, to a given page of a second document in the set.
Is there a way to setup a link in word and the conversion to pdf that will result in a link that is equivalent to the acrobat link type  you get when you add a link of the type Go to a page in another document?
Tools-Advanced Editing-Link tool, make a box
Check: Go to page view, Next (Create go to view dialog opens)
Open second document and go to page
Click “Create go to view dialog” to set up link
Result is a link, when view by link properties, with an action of
Go to a page in another document
File: C:\My Documents\second file.pdf
Page: 43
Zoom level: Custom
I got close but did not solve the problem:
I have a version that uses links to a website, using #page=43 at the end of the hyperlink.
That works but will only open to the page if is through the web browser, opening the acrobat reader plugin.
I need to open from a folder on the local harddisk (with relative links), in acrobat pro to the given page of the pdf, on a PC or a Mac.
I could bookmark each page “pagenumberxxx” and jump to the bookmark/page if that would get around some problem
Current Systems in use to create documents with links and view them:
Windows XP SP3
Word 2003 SP3
Acrobat 9 pro version 9.4.4
Or just to view them:
Mac OS 10 Lion version 10.7.4
Acrobat 9 pro version 9.5.1
(note I have limited understanding of Mac’s)
John

Answer 1

No.  There seems to be no automated way to do it.  You can of course go into the PDF and manually add links after you have converted to PDF, but that is what we want to avoid having to do.  We want it to be automatic from the Word doc.