The way you are asking that question, it almost seems like you're looking for a third-party conversion program or something similar, but it turns out that Word itself is more than ready for the task, and produces PDF files that are ready to share with anyone, whether they're on a Mac, PC, Linux system or even an Android based tablet device.

But more than that, since Mac OS X uses the PDF markup format to manage printing, you don't even need the capability in a given program to be able to produce a PDF file. Simply go to print the document, then save the interim print version of the doc as a PDF file. I explain how to do that here: Print to a PDF File on a Mac.

As I said, though, Word also has this capability and it might be a better choice because you'll also be able to have the program warn you of any compatibility issues with the resultant document (though for a screenplay I can't imagine you'd have any problems).

To do so, open up the document in question, then chose "Save As..." from the "File" menu:

You'll get this dialog box:

By default, the program saves documents in the format they were originally created, which in this case is ".doc" format. Yours will probably show ".docx" instead, the more modern XML-based Word file format.

Click on the Format menu item to see your many, many options:

Worth noting is that if you're working on new business stationary (say, a template for a customer invoice) you can save it as a ".dot" and it's ready to go without you ever being able to accidentally save one invoice over another. Handy!

Notice also you can save as rich text (RTF) or plain text (TXT) format, along with a Web format of HTML (HTM) though I have to recommend against the latter as the markup produced in this case tends to be pretty poor, to say it nicely. :-)

Finally, the choice you want is "PDF". Choose that.

If it's flagged any issues with file compatibility, click on "Compatibility Report..." and you'll likely see a dialog window like this:

To the side, you'll also see a second window pop up with more details of the compatibility problem:

What I recommend is that you ignore the flagged problems and proceed by clicking on "Continue Saving..." to produce the PDF. The result:

Now open up the PDF and compare it to your original document. A lot of times the compatibility problems are really non-problems (as is the one highlighted here) because they're artifacts of a previous version of the document, reference missing fonts that have already been substituted when the file was open, etc.

It's easy to just eyeball the output and decide: good enough? If not, go back into the original document and step through the problem areas, replacing, rewriting or reformatting as required, then save it as a PDF again.

That should get you going and good luck with your screenplay!