Dear Anna, nothing is easier as that. I used to use this freeware which installs just a simple pdf printer driver. You then can choose "print" from any program including MS Word, select the new PDF Printer and tell it, where to save the file.
Another possibility is to download the free OpenOffice Suite, which can also open .DOC Word documents and allow you to export them to the .PDF format: "Make your documents freely available with WRITER's HTML export to the web, or publish in Portable Document Format (.pdf) to guarantee that what you write is what your reader sees."