Well there are a number of different ways. If you're converting a Word file to PDF then most of the well knownmercial PDF products out there will convert Word headings to bookmarks (through their 'Office Add-ins' shown as toolbars or ribbons in Word). So I'm talking about Adobe Acrobat Nitro PDF Professional Nuance PDF Converter Professional... However if you only have the PDF and want to automatically bookmark them that's a different story. Nitro PDF Professional has a feature called 'Build Bookmarks' that allows you to build your whole bookmark tree based on styles within the PDF file. A great tool when you can't go back to the original PDF file. I do think there are some plug-ins for Acrobat that do the same thing but if you don't already own Acrobat you're probably looking at a $5 exercise.