Adobe Acrobat. Once you have installed it, you can either go to acrobat directly, or else just type in MS Word and there will be an icon there to convert to pdf
Open Office is the best to convert documents to PDF format. www.openoffice.org You can download it for FREE.
If your giving it away for free and don't care if your users share it then pdf files will do. You can use open office as suggested by the user above or install pdf creator to create your e-book straight from MS word or any other program that has a print command.
There are security settings that you can set. Also you'll want to use Adobe Acrobat Pro (or OpenOffice I believe) if you want to imbed web links within it. I have Adobe Acrobat Pro and will convert your document for free, it only takes a couple minutes of my time.
Thanks, I'm downloading the 30 day trial now though, so you won't have to convert for me. But I'll give you green rep for the offer