You need Adobe Acrobat. To install Acrobat 4 on Win2k machine with Distiller, you need to install a postscript printer. Acrobat 5 solves this problem, I think. Acrobat Reader can't make PDF files. You can drag and drop your files on the Acrobat icon, open the doc file in Adobe Acrobat or click the Adobe button that will be created in Word to create your PDF files. I saw Acrobat Writer in Adobe's download area, but I don't know what that is.
Now, here's a free way:
Install a PostScript printer driver (anything ending with PS or "Postscript"

. You don't need to actually have a postscript printer. Instead of clicking on LPT, choose FILE, so you print to file instead of printing to your printer.
When you print from Word (or anything), choose this Postscript printer instead of your normal printer. Check the "print to file" in the Printer dialog. You will get a pop-up asking for a file name and location. Save the file (it'll have a .prn extension).
Open the *.prn file in Wordpad (too big for notepad) and delete the first 3 or 4 lines that don't match the rest of the body. Now save the file with a *.ps extension. You just created a PostScript file.
Download and install Ghostscript and GSView (GPL license, I believe). Open your postscript file in Ghostview. Under File (I think), there is a Convert option. Convert to PDF.
Note: Make sure you install a postscript printer. The "print to file" option will attach the *.prn extension to both postscript and PCL printer documents. PCL won't work.