Try Adobe Acrobat. If you don't want to install this application, you may use this online converter: http://www.doc2pdf.net/
I like Smart PDF Converter Pro because it can convert to PDF, and also from PDF to other formats. http://www.pdftodocconverterpro.com
OpenOffice as mentioned above or GoogleDocs both can do this. Another reason not to use Microsoft proprietary formats and use open source.
install a plugin from microsoft office that converts doc to pdf file, I am using office 2007, that's how I did for my doc file..
But those solutions require purchasing expensive Microsoft Office while every other solution is free, faster and easier and can be done right now.
There are also free plugins that you can download for Word that will act as a printer, so if you go to File -> Print and choose "PDF" it will save your document as a PDF file
You could use NitroPDF for the same - converting docx format to pdf. It adds a printer driver that saves document as pdf.
I did not realize there were so many options! I have been using PDF995 for many years and it has been very good, so I can recommend that. I love the MS Office "Send as PDF attachment" option because it saves me a lot of time, so I have been using that recently.
I wrote an ebook today to sell it. Even i was searching for a converter and i ended up with universal document converter. Its easy and free but while using free version the output comes with watermark. Other than this its easy and fine to use.