There are a number of printer drivers that allow you to print directly to a PDF file that you save on your computer. This one, PDFCreator, is free and easy to install:
http://sourceforge.net/projects/pdfcreator/
When you install this program, an additional printer appears in the printers installed on your computer. When you print to this PDF printer, you are presented with a prompt to name and save the print file as a PDF document.