An alternate way from what was already mentioned is to download and install CutePDF or PrimoPDF. After installation either program appears in your system as a printer.
To create a PDF, just choose say CutePDF as the "printer". Printed documents normally go to the default printer assigned in the system (assuming Windows, I don't know about Macs) so you do have to choose CutePDF from the system print dialog instead letting it go to the default printer.
Sending (printing) to either program results in a dialog that asks about a few questions about creating the PDF
I use both programs but an advantage that PrimoPDF has is, if the name of the PDF that you want to print to already exists, PrimoPDF will ask if you want to append to the existing document or replace it. CutePDF will only let you replace it.
A disclaimer is, my versions are fairly old and I have not checked out the latest versions of either programs for changes, like are they still both free and still essentially free of adding any adware spam. I save without printing per the first answer for TurboTax returns, but both programs mentioned are handy for a multitude of reasons, i.e. PDF's are generally one of the document types accepted for various submissions.
