The following should do the trick.
Code:
Option Explicit
Sub AddBookmarkList()
Dim oBM As Bookmark
Dim oTable As Table
Dim i As Long
Dim oRng As Range
Set oRng = ActiveDocument.Range(0, 0)
Set oTable = oRng.Tables.Add(oRng, 1, 1)
For i = 1 To ActiveDocument.Bookmarks.Count
Set oBM = ActiveDocument.Bookmarks(i)
ActiveDocument.Hyperlinks.Add _
Anchor:=oTable.Cell(i, 1).Range, Address:="", _
SubAddress:=oBM.Name, _
ScreenTip:="", _
TextToDisplay:="Goto Bookmarked Location " & oBM.Name
If i < ActiveDocument.Bookmarks.Count Then
oTable.Rows.Add
End If
Next i
lbl_Exit:
Set oTable = Nothing
Set oBM = Nothing
Set oRng = Nothing
Exit Sub
End Sub