Im not sure if you can do it directly in the latest versions of msOffice, search for something like: Export to Pdf, Save as Pdf, Create Pdf, etc. If you dont find anythig related to pdf you will have to install a PDF "Printer", then select the Pdf printer in the printer menu, and "print" your document to pdf.
You can use PDFCreator, its free: http://www.pdfforge.org/products/pdfcreator
I use OpenOffice, it's a free "office" suite and among many other things you can directly create pdf files of your documents. http://www.openoffice.org/