I don't know, I haven't tried the record function yet. The record function allows you to record your own Automator action. In that regard the disappearing of Automator seems to be expected behaviour. If you want to use whatever Automator action you've defined you need to use the run button.
Edit: I've documented the creation of the print to pdf service step by step, just follow the steps:
1. Go to the following website, download the file and follow the instructions on the site:
http://www.codepoetry.net/projects/cups-pdf-for-mosx
2. Open Automator and choose to create a "Service".
3. At the top right side of the Automator window you'll see "Service receives selected" following a pull down menu. In that menu you have to select "Files or folders".
4. Behind that pulldown menu is the word "in" and another pull down menu which you need to change. The default is "any application" which needs to be changed to "Finder".
5. On the left side click the "Files &folders" folder.
6. Locate "Get selected finder items" and drag it to the right.
7. On the left side click the "Utilities" folder.
8. Locate "Print finder items" and drag it to the right again but below the option that is already there. You'll end up with 2 boxes: the top one is called "Get selected finder items" and the bottom one is called "Print finder items".
9. The "Print finder items" box currently has "Default printer" selected which needs to be changed to cups-pdf (or whatever the pdf printer is called).
10. Now save the service and give it a proper name (Print all to pdf or something like that).
11. In the Finder select the files you want to print to pdf, rightclick them and choose "Print all to pdf" from the service menu.