MS Word 2010 - Link Citation to Bibliography

How do I create a link from a citation in the middle of my document to bibliography at the end of my document? I want to be able to click on citation and it should take me to a full description of it in bibliography.

Right now, when I click on citations, they don't go to the bibliography. Instead, they turn into fields with a pull down arror that has 4 options: Edit Citation, Edit Source, Convert citation to static text, Update Citations in Bibliography. I really don't want to see any of that. All I want it to click on my citation and it should take me to bibliography to that reference document. How do I do this?

Thank you. I know that.
I am actually looking to link each citation (I have about 60 of them all throughout the document) to the Bibliography's line at the end of the document that lists all documents for those citations. I need each citation to link to the appropriate line in the bibliography (I call it references). How do I do this?

Thank you. I know how to create bookmarks in the document and then cross-reference them from other point in that same document. However, in my work, I have to use other people's research for a reference. Ther is a vast library of already existing research that shows up in References Tab under Citations & Bibliography, Managed Sources in Master List (left side of the screen). I select the ones that I need and they are copied to the Current List (right side of the screen). Then, I insert bibliography at the end of my document and they are all listed there automatically.
When I write my documents, I insert citations from the Current List. However, I am finished with the document and those inserted citations do not link to the bibliography at the end of the document. I need them to link.
The process that you suggest is totally different from what I need. There has to be some automatic function that creates those links.