How to export PDF with Bookmarks from Headings?

Does anyone know if it's possible to export a PDF with Bookmarks (not internet bookmarks, but rather the Table of Contents in Preview.app bookmarks) from the style headings? Word 2007 does it with the Save to PDF add-on. Here is what i mean:

http://img180.imageshack.us/img180/7883/word2007saveaspdfqz6.png

Thanks!