Thank you for your reply, I was beginning to wonder that....

My reason for wanting to use a Master Document:
I am creating a manual that has multiple chapters that are separate Word Files and I need to hyperlink between these documents. When I turn the whole thing into one PDF for online viewing, I would the links to go to the relevant page in the PDF without the link opening the source Word file.
Do you know if there is another way around this?
Many thanks again.