Hi there and welcome to the Graphic Design Forums :icon_smile:
To answer your question, I use Adobe Photoshop CS3 so not sure if the older versions are different, however, once you have designed your artwork all you have to do is click:
FILE at the top of your screen and then SAVE AS..., then select PHOTOSHOP PDF, then...
At the top of the box will be a drop down menu, select PRESS QUALITY. That should be it although you must always select NO COMPRESSION from the Compression section, by default this is set to JPEG and I think Minimum Image Quality, this will really reduce the file size but you will lose sharpness/clarity in your design which WILL be noticeable when printed, so ensure NO COMPRESSION is selected. You will end up with a VERY large file size so ensure you use winzip prior to sending it.
On another note, if you are used to working with web graphics then they will be 72dpi and most probably RGB colour, ensure your current artwork has been designed at 300dpi which is the minimum for print, if it is 72dpi then you need to start from scratch i'm afraid. You can convert from RGB mode to CMYK mode which is required for full colour print by clicking:
IMAGE at the top of your screen and then MODE, now select CMYK COLOUR.
It is not possible to print all the way to the edge of a sheet of paper. To achieve this effect it is necessary to print a larger area than is needed and then trim the paper down to the required size.
Images, background images and fills which are intended to extend to the edge of the page must be extended 3mm beyond the cut line to give a bleed.
For example, the finished size of an A4 leaflet is 210mm x 297mm, a 3mm bleed needs to be added to each edge of the artwork, this makes the artwork page 216mm x 303mm.
Hope that makes sense, as always if you get stuck just give us a shout.