And it would make the user be prompted to save the page as a word doc. So I figured the same would go with the .pdf, but I was wrong.
Yes, but what you posted won't work either (unless you echo an existing .doc's file contents). Otherwise, you would need to add alot of headers (as in header blocks in the DOC standard created by Microsoft, not PHP headers), plus other instructions (or use COM, I think that would work). But that's not really the request here, the post is about creating PDF documents from PHP without any use of third party software.
I have optimistic thoughts, even though sometimes (if not always) life's a bitch.