[pdftex] How to do an external table of contents?

[Michèle Garoche]

I have several pdf files named chap1.pdf, chap2.pdf, etc.... As the 
files are already big enough, I don't want to merge those files into 
one.

Instead, I would like to create a new pdf which can act as a master 
file for the chapters, with only hyperlinks to chap1.pdf, chap2.pdf, 
etc..

Could someone explain me in great details (as I'm completely new to pdf 
production) how to do this (other than creating a html file)?

Many thanks in advance.