CutePDF Writer is one very hand application, and it works much different than any other application too.  It does what it says- Writes PDFs, but instead of taking a file already created and exported it to PDF it prints the file to PDF.  CutePDF even shows up with your typical Ink Jet and Laser printers.  You say print and it lets you choose the name and location.  It's that easy, oh and it's FREE!

CutePDF site