Download the free program Cutepdf. This works as a printer. When you print anything, select Cutepdf as the printer and it creates a pdf, saved at the location of your choice.
You could also try the following:
You need to create a spool, which can be viewed in SP01. Record the spool number, then go to SA38, run program RSTXPDFT4, enter the spool number, enter the file path you want the file to be downloaded to and execute.
Hope this helps.