[pdftex] Hyperref links to Index headings -- what am I missing?

[Elisabeth Baker]

Greetings!

My 14 volume set of manuals (heavily indexed) compiles nicely -- and
completely!
My index (around 100 pages) comes out beautifully -- and completely for the
first time.

Since the index is so large, and is housed in a volume of its own (shared
with glossaries and bibliography),
and since these volumes are for on-line use,
I hope to put a line across the bottom margin or along the right-hand
margin, saying:

 Symbols A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

such that the word "Symbols" and each letter are hyperlinked to the
corresponding Heading in the Index chapter of the Index volume.

The LaTeX I use to create this alphabet line of links (for testing)
currently says:

     \newcommand{\newindexmarginmark}[1]{%
       \href{file:APP\#{#1}}{\textbf{#1}}%
       }%

     \newindexmarginmark{A}
     \newindexmarginmark{B}
     \newindexmarginmark{C}
     ...

So far, in my manualidx.ist, I have 

     heading_prefix "\\IndexHeading{"
     heading_suffix "}\\nopagebreak\n\\indexspace\n"

In a style file, I define \IndexHeading...

     \newcommand{\IndexHeading}[1]{%
     	\BF{\Large{#1}}%
     %	\label{#1}%
     }

I can design the thing visually, but I can't seem to figure out how to make
these links.  At this point, with the LaTeX written as shown above, all the
links lead to the front cover of the Index volume.

Can you help me?

Best regards,
Elisabeth Baker

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