Adobe WRITER required!
You need software that will CREATE a .pdf
The Adobe Professional software is quite pricy but will do all the 'whistles & bells' chapter creation etc etc. If all you want to do is create the odd .pdf, there are quite a few very inexpensive and maybe even free applications to be had. I donwloaded Fineprint (just Google to find them) and then paid for the key to remove their logo from the bottom of each page, once I'd tried it out.
Essentially, it works by giving you another 'printer' in your list, then it invites you to save the file it creates. Very simple to use.
Cheers,
TheOddOne