Using hyperlinks is not a good way to do this, mainly because the page numbers they display won't update as the page numbers for the content they refer to changes. Plus, you get the hyperlink formatting, which looks unprofessional in a printed document.
If, as I would expect, your 'Chapter 12' heading is created using one of Word's heading Styles, then you can simply insert a cross-reference to that heading, via Insert|Cross Reference - and set the 'insert reference' to the page number. Even if you haven't used a heading Style, you can get the same effect by bookmarking the heading, then insterting a cross-reference to the bookmark.
From then on, all you'll need to do to get the cross-references to update is a print preview. And, if you want to ensure they'll always be updated before printing, check the 'Update fields before printing' option under Word Options>Display.
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Cheers,
Paul Edstein
[Fmr MS MVP - Word]
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