Clickable Hyperlink in pdf without Warning Message

[kiatlc]

I have tried 3 software to convert my Ms Word documnet containing hyperlink but failed:
1. Fineprint's pdfFactory Pro 3.17
2. Pdf995
3. Foxit Pdf Creator

Then I tried Adobe Acrobat Pro 8.1 and it works!

But I have 1 question:
I found out that there are two types of clickable link,

1. When clicked, it will warn and ask you "Do you want to visit this [URL]?" The URL will be shown

2. No warning and URL will be shown

Adobe is the former. How can I create a pdf of the latter type?