Following are some of the useful tips to convert your documents in PDF for free:

1. Using MS Office 2007:

If you have MS office 2k7, you can use Save as PDF plug-in which comes for "free"

http://www.microsoft.com/downloads/details.aspx?FamilyId=F1FC413C-6D89-4F15-991B-63B07BA5F2E5&displaylang=en

2. Using cutepdf Writer:

Another one is the cutepdf writer. You can save as PDF from any application. The basic writer is free and does not create any water marks etc. works like a charm and a friend of mine has been using this for a few years now.
http://www.cutepdf.com/Products/CutePDF/writer.asp
(you will need to install both the files, the writer and the converter. check it out!)

3. Online using Internet:

www.pdfonline.com