If this is Word 2007, you can download a free add-in to convert to PDF (see http://www.microsoft.com/downloads/...3C-6D89-4F15-991B-63B07BA5F2E5&displaylang=en).
For previous versions, you need either Adobe Acrobat or one of its cheaper
(or free) clones. CutePDF and especially PrimoPDF are often recommended. If
you google for "create PDF," you'll see many options.