The option to save as .PDF in Microsoft Office 2003 as stated above is under the save as option, if this is not shown as also mentioned above. you have to down load an add-in module "save as PDF/XPS" from the MS office website and when you run this file it will add the option to save the file as PDF/XPS to the office 2003 menu. (Google it)
Another way to do it is to download Apache OpenOffice (free!) - it will read Microsoft Office documents. I use it all the time because I use Linux, and I've not seen a standard Office document which OpenOffice wouldn't read - and then 'Export to PDF' is just an option under the 'File' menu.