I am occasionally asked what ``word processor'' I use to produce my course notes and assignments. Well, I dislike word processors very much and wouldn't be caught using one. Instead, I use a typesetting system developed by Donald Knuth known as TeX (pronounced ``Teck''). More precisely, I use a special package of TeX macros called LaTeX (``Layteck'') which enables writers to prepare camera ready copy with publishing house quality. To learn more about LaTeX, check out TeX FAQ. The last time I looked, question number one was ``What is TeX?''
If you want to get a version of LaTeX up and running on your PC, I have written some notes which might help.
The LaTeX process generates "dvi files", that is, files with the extension .dvi. Others are "postscript files", which have the extension .ps. Today, the most popular output is "pdf" because such files are readable with the adobe reader which everybody has on their PCs nowadays.