If you are creating 6 separate Word files and converting each of them to .pdf format, each file will retain the individual links as Tony indicated above. However, if you are attempting to retain the links between each file, as far as I know that can only be accomplished with a version of Adobe Acrobat Professional...and the links would have to be recreated in Adobe itself.

On another note, have you tried to consolidate the files into one file on another computer? Whatever is causing your computer to crash may not happen on another computer and your problem could be resolved quickly.