In Reporting Services 2005 we have document maps which creates an interactive table of content (TOC): every entry is a hyperlink. Nice for interactive use, but nearly useless when you render your report for printing. In print, we want page numbers, which is very, very hard to get in SSRS2005.
In Reporting Services 2008, it is still very hard to get a TOC with page numbers... unless you render to Word!
So, go ahead, deploy the Adventureworks Sample reports, open up the Product Catalog report and verify it has a document map in it. Next, export this to a Word file (it uses Word 2000, which can easily be used by Office 2002, 2003 and 2007 as well). Open up the Word file. There is no TOC in there, but we can create one explicitly. Only, do not be to hasty! If you create a regular TOC, it will use the Heading styles to place them in the TOC, and the Word export does not have Heading styled elements. So we have to create the TOC. In Word 2007, go to the References ribbon, click the Table Of Content button, and select Insert table of content. Next, click the Options... button, and in there, deselect Styles and select Table entry fields. Next, click twice the OK button and enjoy your TOC!