Both moving the toolbar and turning its display off work fine for me. This sounds like a permissions problem, where somehow you fail to save these settings. Are you running on an administrator account in Win2000 or on a regular user account? It may also have something to do with saving stuff automatically to normal.dot - sorry, don't recall where this is buried in MS Word.
BTW, the PDFmaker macro (the toolbar icon, and the menu) does MUCH more than just printing to PDF. Definitely use PDFmaker from MS Office apps whenever possible, and don't just print to the Adobe PDF printer (Distiller printer before version 6). PDFmaker will keep all interactive features of your document (e.g. hyperlinks, bookmarks, footnotes) and also auto-create a navigable TOC (list of bookmarks) based on your headings (and user-controllable other features). VERY useful! For PPT, it will make a full PDF slideshow (including bookmarks outline) that merely needs to be rotated.