If you printed to a pdf, the file should be in a folder called pro pdf on your hard drive.  However, if you try to open the file before it is done printing you will get a wonky file instead of a complete pdf.

I havent tried printing anything yet, youre sure you had both the Printer box and the Print to File (PDF) boxes checked?

Sometimes CA is weird about letting you print anything that hasnt been finalized, but if that was the case, it wouldnt have printed to PDF either.