Many people are complaining that the new Amazon Kindle does not support PDF files.
Amazon has stated that the Kindle was not meant to read PDF ebooks because PDF e-books are fixed formats that can not be displayed on the Kindle. Plus, PDF e-book can be big and transferring them across the wireless network can be taxing for Amazon, in my opinion.
Amazon will perhaps someday update the firmware to support native PDF files. As of now, there are a few ways to convert your PDF ebook into Mobi file.
First, Amazon will convert your PDF files for you. You can just send an attachment to "name"@free.kindle.com. This is experimental and some PDF ebooks will not work. Amazon can then send you the converted file wirelessly into your Kindle with a $0.10 fee or to your email address for free. The second option, however, requires you to use a computer and USB port to transfer the file into your Kindle.
The second way is to do the converting yourself. This method will also require a computer and a USB connection. First download the free Mobipocket Reader, then run Mobipocket Reader. Click the "Import" button on the upper right hand, then scroll down to the file you wish to convert, which in this case is .PDF. When a browser launches, select your file then convert it to .PRC format, which is native to the Kindle. Enjoy.
Note: Some complex .PDF files will not display properly when converted.