is one of many free programs that sets up a virtual "PDF printer" that makes it possible to print any document from any program to a pdf document.
After installing PDFcreator or any other virtual PDF printer, view the images in Windows Viewer (or any other application that'll let you print all the images at once) and select the print button. You'll then be able to select all images and print them. Select the PDF printer and out pops a PDF file!
Good luck and Happy Scanning from myself
and Matti Kariluoma