Word headers are not in the text area of the document so the hyperlink would
be of little use in the header of the Word document, however this is
complicated by the fact that if you put a URL address in the header that
will work as a link in the PDF (created by Acrobat 8 at least). It is only
when hyperlink text is used that the link doesn't work. Even this is better
than some PDF converters which ignore the link altogether. I think you need
to get Adobe to address this. They have their own forums.
One good thing came of this, whilst testing I finally managed to persuade
Acrobat 8 to Word with Word 2007

I had a corrupt or missing file that had
previously caused it to crash without explanation.
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Graham Mayor - Word MVP
My web site
www.gmayor.com
Word MVP web site
http://word.mvps.org
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fromvenky.DeleteThis@gmail.com wrote:
> I've word doc with embedded url into text in a protected Header of
> document everything fine so far, when i generate PDF through Adobe pdf
> writer its not picking-up and converting embedded url into link in pdf
> file it simply showing as normal text
>
> if i try the same think normal area of word its working fine
>
> does any one have any idea why its behaving like this?