I don't understand why it's not possible to make it directly with InDesign before exporting it in pdf or while exporting it. There should be an option in the "new hyperlink" dialog box or in the pdf parameters.
Does someone have another idea?
Ooops, I forgot to say thank you, Steve Werner
It could probably be scripted but would need to be done in Acrobat. Ask over in the Acrobat forums.