You have two options, either you want to do this remotely on a website or install software on your desktop.
I like using
Comet Docs if I don't want to install anything on my computer. You upload a file (it doesn't have to be a doc file), then choose the format to PDF, enter your email. Your email will deliver the converted file. Hyperlinks inside PDF is converted too.
Second option is if I don't mind installing
Open Office. This also comes in handy if you're on the go and maybe you want to save some type of Office Suite on your thumb drive.
You can read the detail here on how to go about installing Open Office.
How to Write PDF
Hope these methods help
