To convert documents to pdf and save it on the local desktop from a remote server Primopdf (or similar) app should be installed in both client and server end.
> Set primopdf as default printer in the client machine.
> Enable the following configuration in the Server group policy
Computer Configuration\Administrative Templates\Windows Components\Terminal Services\Terminal Server\Printer Redirection ->
Use Terminal services Easy print printer driver first : ENABLED
IMP: If you are using Windows XP as client OS. Make sure to have XP Service pack 3 installed in the client computer.