Print the PDO to a PDF file. Adobe Acrobat is the best for that, but its expensive, and there are free alternatives. I use PrimoPDF, which you can download from their website, at
http://www.primopdf.com/
The major limitation I've found is only being able to make two-page long PDFs from seperate files. I haven't tried printing from PDOs though, it might allow more pages.
Edit: just ran a test, printing a PDO to a PDF using Primo, and it CAN handle at least four pages.
Second Edit: Just ran another, I printed a 41-page Star Destroyer PDO to PDF using Primo, worked great. So yes, I suggest installing Primo. When you print the PDO, just select PrimoPDF as the printer. It'll print, and then a minute or two later, Primo will open a menu where you can specify where to save the file, and some other settings. Then it opens the file. You can also append new pages to the same file.