Is Distiller actually installed on your computer? Can you see it in the dropdown list of printers when you look at the print dialog box?
As far as I know, Word doesn't use Distiller as the PDF engine when you use the Export function - I thought it used PDFWriter.
However, if you have Distiller installed and can choose it from the printer list, do so and check the 'Print to File' box. This will generate a PRN file, which you can open in Distiller (make sure 'Show all files' is visible) to make the PDF.