Alas... the pdf app is probably one of the poorest of the supplied ones, features-wise. A handful number of "bugs" exist that describe these shortcomings. You might want to vote for them; this could convince Nokia to do something about them...

Here are a few of my favourites...

• PDF Reader doesn't support internal document hyperlink
• Add PDF index support
• Add support for bookmarks in the pdf viewer

The last one is your guy...

If you're in the mood for a few more... check them out here... and don't hesitate to use your votes