A family of Microsoft word processing software products for creating web, email, and print documents.
Unlike Word 2007 and 2010, Word 2003 has no native ability to create PDFs. For this you need third-party software. The premier software for this purpose is Adobe Acrobat (Adobe is the creator of the Portable Document Format), but it is very expensive and is overkill for many purposes.
There are several free alternatives. Jeeped has mentioned one. Others are Primo PDF and CutePDF. And Adobe even provides a free service to create PDFs online.