Thanks for your reply. I have found the reason the TOC does not work. It seems that the TOC cannot see anything in the headers by default. So as a solution I will copy the information in the headers as a separate heading.

There also might be a work around someone showed me although I have not tried it yet:

http://wordfaqs.mvps.org/StyleRef.htm

I also got an error message when trying to use a hyperlink in the TOC:

This operation has been cancelled due to restrictions in effect on this computer. Please contact your system administrator.

I found the solution here:
http://support.microsoft.com/kb/310049

Kind Regards

Chris