ADOBE ACROBAT

Adobe Acrobat is the most common way to make PDF files. You can convert one or a few files to pdf on adobe.com for free

FOXIT PRO

Great alternative to Adobe

MICROSOFT WORD

With the doc open in Word, go File menu > Print and then, if you have Adobe Acrobat PDFwriter loaded as one of your "printer" choices, you can "print" the file  (even though, confusingly, nothing gets printed) and convert it to a PDF.

ONLINE FREE WORD TO PDF CONVERSION

The following are offering free services to convert word files into pdf's online:

http://www.gohtm.com/
http://www.fastpdf.com/