Save a received message as a PDF or XPS file
You can’t directly save a message as a PDF file in Outlook 2010.
Workaround: However, you can use the information in Save a received message as a Microsoft Word document to save your message in Word, and then save the new document as a PDF file.
Source Save a message
Note that the above workaround contains a large number of steps. The other options below include alternatives with far fewer steps.
Other Options
Some other options can be found at Saving emails as pdf-files:
Adobe Acrobat comes with a dedicated Outlook add-in which lets you convert a single message or selected messages to a pdf-file, append an already existing pdf-file or convert an entire folder at once.
The Save As PDF add-in from Sperry Software provides similar functionality as the Adobe Acrobat add-in for Outlook but is probably more affordable for most as it is built specifically for this task.
Save As PDF macro - Another option is to use a VBA macro which uses Word’s capabilities to save documents in the pdf-format. As the VBA code and installation instructions are provided for free, it offers a cost effective alternative if you only occasionally need to save messages in the pdf-format or when you are in an environment where you cannot install software yourself.
PDF printers are virtual printers which you can select from your list of printers, but instead of printing to paper it produces a pdf-file. These can of course be used in any application which offers a Print function and not just Outlook. While many of them come for free or at a small price, the downside of (most of) these solutions is that they will not maintain any hyperlinks in their output.
Source Saving emails as pdf-files