Presumably they are set-up to handle PDF files, so that is the format they want supplied.
It is fairly easy to produce a PDF but you need some extra software to do it. There are a number of free programmes which will do this for you. I currently haveone installed - PDFCreator - which is a "virtual printer".
When you send a document to print, your printer driver converts the data into a bunch of information the printer can interpret, and produce the solid output. This programme takes the data and essentially re-writes it into a a PDF file which you can then save and pass on to your (HUMAN) printer.