Yep -- for advanced PDF features beyond creating simple PDF files, some sort of professional software is needed... like MisterMe said, Acrobat 7 Professional is the de-facto standard for advanced PDF creation.
(Yeah, I know bookmarks alone probably wouldn't be considered "advanced" features of PDF, but for anything beyond creating simple single- or multi-page PDF files, you'll need some professional help. You may find a combination of open-source software or 3rd-party software will do what you need cheaper than Acrobat 7 Professional -- a simple search on versiontracker.com reveals a lot of good, cheap, 3rd-party PDF utilities.)
