This can be done by using a software called doPDF. It is freeware and can convert any file or webpage into a PDF file. After you have installed the software, it will appear as printer in "Printers and Faxes" in "Control Panel". Select print from any file you want to print and you will get this window.
Select "doPDF" from list of printers and click on "Print". It will ask you where to save the pdf file, select a location and press "OK". The file will be converted to PDF.
Here is a video on how to create PDF files with doPDF from any file.