First of all, make sure you have the latest version (7.x) of Adobe Acrobat. Then all you need to do is open the document, close the left side of Acrobat (the 'Bookmarks' section...there's an X at the top), then you should be able to print all 400-some pages at one time.
Having said all that, I really think you should just take the CD down to Kinko's and have them print it, and bind it for you. Call them up for a quote. I think you'll be surprised how cheap it is. Especially once you factor in the real costs of you doing it yourself. Your time, ink cartridges, paper, etc... And it won't be done at the level they will do it (i.e. double-sided printing, bound, ink quality, etc...). Just some food for thought.