Visio 2007 / Office 2007 has pdf-conversion built-in, but I think you have
to download an install a component from Microsoft. I haven't played with
this yet, so maybe some of the other Visio guys out there can comment...
Many PDF-conversions work as a printer, so you may just need to send a .vsd
document to a pdf "printer".
v2003 does not have pdf native to the code, so you will have to do it
externally or by spooling the document out to a printer(pdf) driver. As
Junichisan inferred this means either a commercial or freeware product has
to be installed on the target system.
al