If you wish to transform one of your document in PDF you can use one of the following software:

• doPDF: free, doesn’t require 3rd party programs to create PDF files
• CutePDF: free, you need a 3rd party program: Ghostscript. For Windows choose the w32.exe pack.
• PDF995: the most simple to use but with some publicities if you don't buy the software. Download and install the 2 softwares.
• PDF Creator: free 

After installation, open the file to transform and print the document. In the printer option choose "PDF printer" or as indicate by the software.