PDF (Portable Document Format) is a "read only" document that cannot be altered, it preserves the exact formatting and styling of documents. It never loose its format while you reproduce it or viewing it online. It is widely used for creating eBooks. Many people use third party application or online converter to convert the documents from word to PDF. But you can directly save a word document into PDF by using the SaveAsPDFandXPS.
SaveAsPDFandXPS is an Add-in provided by Microsoft. It works finely in both MS office 2007 and 2010. All you need to do is download the Add-in by clicking here and install it. After you finish creating the document in MS word just click the save as option and save the file type as PDF (See the below picture).
I Hope it'll be useful for you :)