In case the platform functionality doesn't cover this request, at least one of the 3rd-party Crystal Reports desktop schedulers allows you to do this. It can automate the process of bursting/exporting to pdfs, and then merge the PDFs and their bookmarks, while adding top-level bookmarks. The top level bookmarks can be labeled based on each PDF file name or based on specified bookmark labels for each merged PDF. Also, a Table of Contents can be added to the merged document, pages can be numbered, etc.
For a list of 3rd-party desktop schedulers, see http://kenhamady.com/bookmarks.html
