Hyperlink To Specific Page In Document

Hello All,

I have tried appending #4 to a hyperlink, i.e:

C:/My_Folder/My_Document.doc#4

so that it points to page 4 in a word document. However, this link points to the first occurance of '4' in My_Document and not to page 4.

Does anyone know how to link to a specific page in a word document, without going through the hassel of first creating a bookmark in the document?

Thank you,
aeshower