If you are thinking of creating a PDF file from all your posts in your WordPress blog, you can try this:
First, use the Tools – Export to create a xml file. Save it.
Then go to: http://blogbooker.com/wordpress.php
Upload your xml file, and Blogbooker will create it, and you can download the result afterwards.
Here is some posts exported to a pdf book from my Blog: blogbooker-book