There is a freeware printer drivrer from PDF995 which I havve used for several years which allows you to print anything you want to an Adobe PDF file. After you install the software your computer has a new printer called PDF995. When you select this printer then the software creates the PDF file for you. The free version makes you look at one advertisement each time you print. The PDF995 printer can be downloaded from http://www.pdf995.com/
Once you have installed the PDF995 printer you can use the built-in print feature which comes with CHM files. Choose "Options", then "Print", and then select "Print the selected heading and all subtopics". Then do the printing to the PDF995 print file.
If you already have Adobe Acrobat installed on your computer you will not have to installed the free PDF995 software because the Adobe Acrobat comes with its own special printer called "Adobe PDF" which also prints anything to a PDF file.
I hope you find this helpful. Let me know