How do I make links work in Preview?

I usually make PDFs from DOCs in Word for Mac 2011, and include in them links to websites or to headlines in the document. One very helpful feature has always been the possibility to open these PDFs in Preview later and still be able to click the links created. However, since I upgraded to Lion and did other complementary upgrades (through the system), this feature is not working properly anymore. Many PDFs that I open in Preview have "unclickable" links. But these links work well, when I open the same PDFs in other programs, such as Acrobat Reader. Does anybody know what might be the problem? Thanks!