Mark, I'm a bit confused. Here's how I'm interpreting your instructions:
1. insert a new section break at the beginning of each chapter.
I have my document set up this way already. Each "chapter" is a single page.
2. Bookmark the chapter name, which appears at the beginning of each chapter.
The page/chapter name is typed in the header, and I can't bookmark text in the header.
3. Set the Header/Footer palette for each section to have "Different Headers".
I've already done this, so each page/chapter has its own title
4. Insert a cross reference to the appropriate bookmarked chapter name in the header portion of each successive section.
Since I can't make a header bookmark, I can't do this step. And. wouldn't this give me my page/chapter name twice on the page?
Maybe I'm off in putting my page headings in the header section. I'm using a format similar to the very top of:

( Image courtsey of
http://www.diyplanner.com/templates/official, linked to without permission)
where there is a page title, then a heavy black bar. After that, my pages have a plain area for text. All this is on a 5.5" x 8.5" sheet, so the margins are very small.
I assumed the best way to set this up would be to put the page title line in the header, but now that I want to create a Contents page, this setup isn't working. If there's a better way to format this, I'd be happy to change and use that.
Thanks.