Microsoft Office 2007 was initially supposed to ship with native save to PDF support. However, due to a tussle with Adobe, Microsoft had to remove "save to PDF" and XPS export capabilties from the entire Office 2007 suite.

That's not the end of it though!

Microsft has since released a free plugin that lets you export documents from any Office suite program directly to PDF format without need for a third party PDF printing driver. The plugin is compatible with Word, Excel, Powerpoint, Access, Publisher Infopath, Visio, and OneNote.

Download the Office 2007 plugin:

Save as PDF
Save as XPS