There is no need to buy additional software to complete this process. You can do this easily. Since Word 2007, the package offers native PDF saving option. That means that you can save all opened DOC/DOCX files straight to PDF from the Save as window.
In Word 2010, this is a native feature. Just click Save as and from the drop-down format list choose PDF and that's it.
In Word 2007 you will need to download an add-in in order to complete this job. The plug-in is available straight on Microsoft website and best of all it is free. Download the setup, run it (while Word is closed) for the installation to finish. When it's finished, just open Word, load your file and click the menu, Save > Other > PDF and enter the name of the file and save it.