There is an option under the Batch procesing menu option (File > Batch Processing). There should be an option called 'Copy Bookmarks from doc'. If you can't see it, you may need to get hold of your product cd and copy all the batch commands into the following location (assuming default install and this is for Acrobat 5):
C:\Program Files\Adobe\Acrobat 5.0\Acrobat\Sequences\ENU
Not all of them are installed when you first install Acrobat.
Mark
If sunflower oil comes from sunflowers, and vegetable oil comes from vegetables, where does baby oil come from?