Hyperlinks in pdf made by Keynote not working

Hello. In Keynote, I chose File->Print->PDF to create a pdf version of my presentation. However, hyperlinks in the resulting pdf file do not work. Could anybody please let me know how to do it? Just in case, I use Keynote'08. Thanks.

 

Thanks for the info. I assume that the exported pdf file can stand on its own without the associated videos/figure files. Am I right? If so, I just copy the pdf file in a USB memory stick as backup. In case my computer does not work in the presentation, I just open the exported pdf file on somebody's computer. I don't need to copy all the videos/photo files to that computer. Right?

It seems that using this method, there is no video playback. For some slides, the first frame of the videos are shown in the pdf file. For others, the area where the videos are supposed to be end up black. I am not sure if I exported the pdf file correctly. In case something unexpected come up, is there any way that I can play the presentation on any PC (without Keynote of course) with the videos as well?