Try doPDF. It works like a printer but converts to PDF perfectly: http://www.dopdf.com/ When you want to convert, you go to Print in Word and select doPDF as your printer. Then you can chose where to store the PDF file. Bonne chance.

Thanks Alot WHS,
But there's is two problems with your solution;

First of all, since it's not an official software at my job, we can't use it.

Second, When you use Print to PDF, Links are not saved at all, it's just an image of the file ( which is perfect indeed ) .