Hi... I just was experiencing the same thing.
My solution APPEARS to be working. I might have made it more complicated, but as I said, I think I've finally gotten a sequence to work.
I Discovered that if I nest the subsequent bookmark under its chapter heading from the bottom up, i.e. Last bookmark first, then next to last, next to next to last, and so on, and then Save and Save As another document, it seems to finally stick.
I've not been successful by selecting multiple items and nesting them.
I've gone round-and-round. If you get one set of bookmarks to stay in the right order when you save and especially if you save as, they'll stick for real. (gosh, I sound like a teenager... "for real").
Anyway, good luck. If you find a better solution, please re-post.
mary kalten
Oops - Tina. One other thing... I am not sure if my sequence works for 6.0 because I just discovered it after I downloaded 6.0.1.
mk
Thanks for the idea. Unfortunately it didn't work. I just deleted all of the bookmarks and started over, and it seems to work. I always seem to have to do things the hard way. Oh well! Thanks again!