You need a program that can create PDF files; all that most people have
is the free reader program.
The classical solution, where the PDF format came from in the first
place, is Adobe Acrobat (full product, not just the reader). However,
it is expensive (about $300). [Adobe: It's ridiculously expensive. I
think you have it priced so high that you would make more money if you
lowered the price. It should be $99]
If you can find an old copy of Acrobat (version 4 or 5) you could buy
the upgrade version which is sometimes as little as $60 to $80. [Try
E-Bay]. If you qualify for "educational" products, the educational
version is also reasonably priced.
Otherwise, there are 3rd party products that will do it. Generally,
they work by installing a "virtual printer", and in Word you print your
document to that virtual printer, which doesn't actually print anything,
but instead creates a PDF file (it will ask you for the filename and
where to put it). This is also one of the ways that Acrobat itself can
work.