Hi Gene,
Don't know about the auto open, but Adobe Acrobat can set up an index bar, and you can also make links from one page to another - you should be able to set up button-style links on an index page, for example.
CS2 can also make a table of contents with links to each page. For an example of that, you can download a free eBook I made about netsuke carving techniques and see this in action here:
http://www.sterlingsculptures.com/Re...ng_Netsuke.htm
It's about 20 megabytes, so I hope you're not on a soda-straw connection!