If you need a free option to create a PDF of a Microsoft Office document, your options will depend on which version of Microsoft Office you are using.
If you have Office XP, 2003 or earlier, the best solution is to download something like PDF Creator. PDF Creator is free software that allows you to print any document to a PDF file rather than a printer. Once you've installed it, you can print your document, choose PDF Creator as the printer, and let PDF Creator generate the PDF for you. Note that this will now allow you to create a PDF from any document you can print, not just Microsoft Office documents.
If you have Office 2007, you can download a free add-on from Microsoft. Once you have this add-on installed, you can publish your document directly to a PDF by clicking the Office icon in the top-left corner of your application, choosing Save As -> PDF or XPS. You'll then be prompted for a file name and location for the PDF.
If you have Office 2010, this plugin is already built in. To access it, click File ->Save and Send-> Create PDF/XPS Document under File Types, then click Create PDF/XPS. You'll then be prompted for a file name and location for the PDF. You can also choose options relating to the PDF document structure and optimizing the document before saving it.