With a Mac it comes as an option in Safari when you click print. But what about Windows?

If the computer you are using has Firefox, a plugin can be downloaded called PDFit. This Firefox addon allows a web pages to be downloaded as a PDF file or image file.

Follow up:

Click the install on Firefox button and a window will show up. Click install. Firefox will have to restart after it installs.

Once Firefox has restarted another window will show you the new plugin that has been installed on Firefox.

To use PDFit, go to the web page that you want to download in PDF format and rightclick inside the whitespace. Now left click the PDFit It! and download the page as a PDF file.

By default, the PDF file should be downloaded to the desktop. Open it up with Adobe PDF Viewer or your favorite PDF reader.

If you prefer not to use Firefox and the extension PDFit, here are some websites that allow web pages to be downloaded as PDF files.

http://www.htm2pdf.co.uk/
http://www.expresspdf.com/ConvertHtmlToPdf.aspx
http://www.adobe.com/products/acrobat/access_onlinetools.html

Related questions:

How do I download a web page in PDF format?
How do I download a web page as a PDF file?
How do I convert html to a PDF file?