Printing mulitple excel tabs into one PDF file

When I am trying to print multiple tabs from an excel workbork, each page seems to print as an individual pdf file. I then have to combine the individual pages to get one file. I need to understand how to print to one pdf file when I select multiple tabs of an excel workbook. Sometimes I need the entire workbook printed. Other times I need just a few of the tabs of the workbook printed. Regardless, I do not want to have to combine individual pdf files into one everytime I need to print multiple excel tabs.

Please help!!!