First off: If possible, avoid the whole conversion trouble. Go back to the Windows system and install PDF Creator. It's a freeware that installs like a printer and generates PDF files directly (based on Ghostscript) … Download from http://www.pdfforge.org
On the Mac, I found only two cases where a Windows .prn file can possibly be converted into a PDF file:
A. The file was generated in the printer language Postscript.
B. The file was generated in the printer language PCL.
(You can open the file with TextEdit. If the first characters are '%!PS', then it is Postscript. There are many different such languages out there… In what printer language this particular .prn file was created depends on the printer driver that was installed and selected when the file was generated via the Windows print dialog.)
If A. is the case: Change the filename extension to .ps and open the file in OS X's Preview application, which should generate a PDF document from the file automatically.
If B. is the case: Download the freeware tool MacPCLtoPDF to convert the file into PDF:
http://www.columbia.edu/~em36/pcltopdf.html
(requires OS X 10.6 or newer. For older OS X versions use GhostPCLX: http://poorly.org/GhostPCLX/ )