Hi,
We all had this problem !
Just have a look at http://daneprairie.com/id25.htm
they give the solution :

1. Start>Settings>Printers
2. Select properties of your pdf-printer
3. Select the port tab
4. Add a local port AND NAME IT C:\Temp\MyPdf.pdf, then select it (check-box)


That's done.
(You will rename MyPdf.pdf after each report, since it would
be overwrited by the next report.)

Steve Gibson (on UT) suggested to name the local port C:\Temp\Mypdf.
I don't have the problem he solves, avoiding Adobe Acrobat to be
automatically launched after a creation, depending of it's registration.

Arnaud