Word Creates Multiple PDFs
You File>Print, Save as PDF and it creates several PDFs from the same Word document.
Relevant versions: Mac OS X and any OS X version of Word—Word 2008, 2004, and X, as of the time of writing.
Whenever a section break in Word is used to change margins or page orientation, Word sends a separate print job to the printer. Each print job results in a separate PDF file. (There are rare, unconfirmed, reports of this happening with plain page breaks.)
Combine the PDF Files
In OS 10.5 (Leopard), you can combine PDF files using Preview. Check Preview Help for more detail.
Edit the Document
Upon seeing this without margin or orientation changes, one newsgroup poster reported that deleting and re-entering the section breaks fixed the problem in his document.
Sometimes people use section breaks when other features in Word can avoid the need for a margin change. You may be able to edit the document to eliminate the section breaks (though it's probably not worth the trouble). There is no good way to work around orientation changes.