I have Adobe Acrobat 6.0 on my computer at work.
When in MSWord and wishing to produce a PDF, I hit the print button under "File" (if Adobe is not set as default printer) and then select Adobe PDF from my 'printer selection.' It then creates a PDF version of my MS Word document but as I said I think you need Adobe to do this and not the feebie handed out on-line
Also it looks like the new MS Word has an ability to create an "MDI" file or Microsoft Document Imaging Format and then once in that program you can save the thing as a TIF. I don't know much about it but it looks a lot like PDF to me...