See, I got beat to this post, because I wanted to test it to make sure I got the "Download Linked File As..." terminology correct, but I accidentally downloaded a PDF in Safari 3 beta, which happens to cause Safari to crash; so mkrishnan beat me to it!File menu -> Save. If it's a frame inside a page, you can right click on it (or two-finger click or ctrl-click or whatever).
Besideds saving the PDF using the File Save like everyone else pointed there is the less efficient but more universal method too. File->Print then click the PDF option and you can save any file you can print (in almost any Application) as a PDF.
when you right click, you have the option to zoom in and out, and file save only saves the web page. i think if i open with finder, right click, i can then save, but it is kind of annoying.