The answer is no, and yes. No because by default, the version of Internet Explorer 9 (aka MSIE9) that you download from Microsoft has no PDF capabilities built in, either to display PDF files or to create them. In fact, it seems like this capability was in some earlier versions but now it's gone. On the other hand, depending on what Adobe PDF applications you install, you might find that with certain pages you can indeed go to File -> Save As Type and choose PDF.

But I also say "yes" because there are a number of third-party utilities that give you just the functionality you seek, through a variety of mechanisms. My favorite approach, however, is to simply install a "save to pdf" program as a printer driver. Then you can "print to pdf" any time you want to save a Web page in the widely portable PDF format.

Don't worry, it's not hard, though I bet you read "install a printer driver" and got a clutching feeling in your chest. :-)

The PDF printer driver that a lot of people like and that is free and easy to work with is called PrimoPDF and you can install it from here: Install PrimoPDF.

The install sequence is pretty typical...

Ready to proceed? Click "Yes" to install PrimoPDF.

Click "Next >" to proceed. But you've probably installed software before, right? So let's skip that and let me show you how to use the program once it's installed and you've restarted Internet Explorer 9.

Here I am looking at the home page of The Washington Post, a pretty typical Web view...

From this point, pressing Control-P (or choosing "Print" from the 'gear' menu) pops up the print dialog:

Notice that PrimoPDF has added two drivers: "Nitro PDF Creator 2 (Reader)" and "PrimoPDF". Chose the former as your print driver, configure the settings as you'd like, then click "Print" from along the bottom...

That's cool! Instead of actually sending the file to a printer, it actually pops up a dialog box asking you to name the output file. Make sure that you also check the output location so you don't lose track of where it saved your new PDF file. Above you can see that a file called "washpost-homepage.pdf" is going to be saved in "Desktop".

Ready to go? Click "Save" and prepare yourself for a scary dialog...

Before you panic, what's happening here is that the browser has to re-fetch the page for the printer driver, and it's never seen this driver. Just approve it and, if you're going to be using this feature more than once in a while, also click "do not show me the warning for this program again" too. Click "Allow".

A progress window will appear on the lower right of your screen as it proceeds:

When it's done the PDF has been created and it's automatically opened up in their "Nitro Reader" program:

Not interested? Just quit the program, the file's already saved. As you can see, however, you now have a PDF file of the page you were looking at. Very cool!