How to save Multiple pages as a single Portable Document Format document in Photoshop.
In CS5 there's no Automate -> PDF Presentation
OS-X users can use Finder :
1) in Finder multi-select the .PSD files (use Option-click or Shift-click)
2) "Open with…" and select "Preview.app"
Now they will all open in one Preview window.
3) "Print…" and select "PDF" as output, which will put them all in one .PDF file
You use Adobe Bridge (browse to images, select them, and output to PDF).
I answered the question in more detail on another stack exchange post : How to save Multiple pages as a single PDF?.