I found that many people are searching a way to add an URL link to a .AI file that works after exporting to PDF.
The only way seems to place a text field with the complete URL (for ex. a youtube link: http://www.youtube.com/watch?v=3c7-EPNTnPI).
In my case I prefered show an alternate text instead of a long URL, for example a better "WATCH THE VIDEO". My method consist in simply arrange the URL text field (the only that works in PDF file) over the custom text, stretch it for perfect occupying the hot-spot you want and assigning a alpha 1% (do not set alpha 0% because this will make the text box inesixtense). This make it practically invisible but still clickable in the output PDF file. This method works also with an image under the "half-invisible URL" text.
Hope this could help.