Forum Moderators: not2easy
If you are looking to buy the actual software, it is Adobe Acrobat (the full version, not the free Adobe Acrobat Reader) that will do it.
You can also try pdf995.com I believe both services have a free trial program for your first five conversions.
Actually there is a completely free version of pdf995 (which is supported by showing adverts in your browser whenever you use it).
It installs itself as a printer and generally seems quite good.
My only grumble is that neither Adobe PDF online or pdf995 can handle converting a Word table of contents into active links in the pdf.
activepdf.com can, but its a much more serious piece of kit intended for installation on a server.
Another suggestion - If you go to download.com and enter something like 'word to pdf' in the search box (and choosing the download section from the drop-down box next to it), you'll find quite a number of freeware and shareware utilities to try. Most of them have reviews as well.
Good luck,
2odd...