You need a PDF driver on your computer. There are plenty of good ones
around, free or cheap... I use PDF995 myself. And then, in the design
of the report, via the File|Page Setup menu, you just set this PDF
driver as the printer for this report.
We sell a module with a few functions you can add to produce PDF files via
code. Also included our some nice things that you need when producing
batches of PDF files such as tracking, emailing etc....