You may have a PDF file that contains hyperlinks. If you wish to carry these hyperlinks over into your converted document, you can easily do so*.
Go to your Settings > Excel and make sure there is a check in the box next to "Keep text attributes". If this box is left empty, your link will convert over as plain text.
Click "OK", then continue with your conversion.
After you convert your document, you will need to double-click on the cell with the hyperlink to activate it the first time.
*Note: This feature is only available in versions 6.0 or higher.