I just installed Acrobat Pro on my OS X (Snow Leopard, 10.6.8) iMac, and attempted to create a pdf from a web page. I immediately received an "Error: Nothing Done" dialog, indicating "Cannot Connect to Server." Attempts to create a pdf from other, unrelated sites returns the same message.
Could you check if Acrobat is blocked by the Firewall? For testing purpose, try to make an exception for Acrobat in the Firewall. You can take reference from this Apple documentation: