Here's a quick demo (115kb PDF) to get you started. In the demo you create a script to turn off the default option that opens cross-linked PDFs in the same Window - allowing you to have more than one PDF open at a time. Works with v4.x Reader or Acrobat, though you need Acrobat to create and save the PDF.

Although the menus have changed slightly in v5, the same principles can be used to set us a document level JavaScript.