One approach is to have a PDF writer utility installed on your computer.
I have used PDF995 and found it very good. Then, in design view of
the report, via the File|Page Setup menu, you can set this PDF driver as
the printer for the report. After that, you just use the OpenReport
action in your macro, and it will print to the pdf.
Another approach is to have a look at the information and sample files
here. It is a little more advanced, and involves the use of VBA code
etc. But again, I have done this myself and it is excellent. http://www.lebans.com/reporttopdf.htm
