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You can use Atop CHM to PDF Converter to convert books, technical documentation and manuals you have in CHM format into PDF with page cover, table of contents, header, footer,chapter name, page number etc.
Key features:
Intelligently extract content from each topic.
PDF Bookmark
Table of contents.
PDF Cover from text or html
Customerized Header and fooder.
Batch conversion.
CSS style support.
There is a free version available, give it try, and let it works for you!
http://fileshome.com/chm_to_pdf_chm_converter_chm2pdf__224001.html