How can I convert my website into a PDF File including all links?

Is there some good software around which can do that automatically? (preferable free)

You can try Adobe Acrobat for 30 days. Also you can try this online tool: http://www.htm2pdf.co.uk/default.aspx .

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Thanks, the online tool is of low quality as the colours of my header are not shown properly
the links are not working and you have to copy each page.
If you have over 200 pages to transform to PDF, which I have, then this will not be suitable.

But Adobe should be right...