XML files with xrefs in book

Hello,
I have a book with several chapter files in xml format.
The chapters have xrefs to each other, which works fine when working with the FM book.

My problem is saving the book as PDF. I get one big PDF file, but the references are still pointing to separate PDF files.
Example:
A link from chapter_1 to chapter_2 gives an error saying "Cannot find chapter_2.pdf".
If I swap the xml files to FM binary files in the book, it works as it should: the page of chapter_2 is shown in the big PDF file.

Has anyone had the same problem and maybe a solution for it?
I use FrameMaker 8 with all availabvle patches installed.

Best Regards
Mikael