how do you guys save it in pdf?

Download primopdf here: http://www.primopdf.com/ install it and when you want to make a pdf document just go to print and change the printer for primopdf and print it, this will create a pdf document of the file you want. I am wonder how many times this have been asked. :P

does this also work on MUS, and Midi's?

With .mus yes. Anywhere where you have the option to print.

...I love you.