Use the LaTeX-package "hyperref".
Add for example the following code to your document preamble:

\usepackage[colorlinks=true,urlcolor=blue,citecolor=black,
filecolor=blue,linkcolor=black,pdfnewwindow=true,
pdftitle=YourTitle,bookmarks,
pdfpagelayout=OneColumn,pdfstartview=XYZ,
bookmarksnumbered,plainpages=false,pdfpagelabels,
pdfauthor={YourName},pdfsubject={YourSubject},
pdfkeywords={YourKeywords}]{hyperref}

You don't need all these options for hyperref to get a PDF-TOC! It's just an example. For more infos have a look at:

http://www.tug.org/applications/hyperref/manual.html

regards Uwe

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