If you are using Adobe Acrobat to convert a web page to PDF, you can just set the output page size to a very long page (I usually use 40" or even longer). Once the document is converted, you need to crop the page down to it's correct size. This does require some manual work, but if you are not on a Mac, and therefore Paparazzi is not an option, it's a quick and easy way to accomplish the same.
Karl Heinz Kremer
PDF Acrobatics Without a Net
PDF Software Development, Training and More...
http://www.khkonsulting.com