Save as PDF with multi-level lists

I am using the Save as PDF option from within Word 2007. I use the
create bookmarks using headings option and the bookmarks look great in PDF.
The only problem is that I also use multi-level lists on my headings that do
automatic text and numbering. That text and numbering is missing on the
generated bookmark. For example, I have Chapter 1 generated as part of the
multi-level list and then the text itself is Introduction. When the PDF
bookmarks are generated, all I see is Introduction and not Chapter 1
Introduction. Will I be forced to purchase Adobe Acrobat to pull off this
feat? Thanks!

--
Robin