Do you mean you have the free 'Adobe Acrobat Reader'?
You cannot use that to write .pdfs.
I use Cute .pdf writer - which is free! See
http://www.cutepdf.com/Products/CutePDF/writer.asp
Basically it installs as a pseudo printer. All you have to do is write your document, then select 'print' and choose the cute .pdf writer option - it then 'prints' your document in .pdf form for you to save wherever you wish.
Simple and easy.............and free!