The program I use is Cute PDF Writer. It is a free program that installs itself as a printer driver. Simply open the file you want to convert to PDF format, select print, change your printer to CutePDF, and set the filename, and you are done.

I don't have the link at the moment, but a quick Google search should find it. It works on Windows XP and Vista, and I have not found a document it could not convert.

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