Making the point
Once the PDF (or anything for that matter) is displayed on the screen, there's no way to "secure" its data and avoid someone from saving / copying it in one way or another.
That being said, there are ways to make it (little) more difficult. While converting them to EXE is one of the options, it also brings way too many issues with it. One is security in another sense - EXE files are a target for virus developers because it's much much easier to code malware for them.
The problem people have with using the word security is because it's mostly associated with secure software. And Adobe Reader even brings some security holes from time to time. But it's a proper word to use, tho protection is more convenient.
There are many ways to "protect" the PDF files, below there are 3 popular options:
- Passwords - but that won't help if you want to let people just look and not save / copy. Adobe Acrobat does it on Reader itself, and there are free options too.
- Saving them as images - which will make it more difficult to copy and paste the text as text. That's dropping the OCR when you scan, converting PDF to image and back, stuff like that.
- Using some "codec" (encoder / decoder) - Adobe even offers ways to add DRM, but they're all quite easily breakable. And third party softwares, such as LockLizard don't care too much about making software for mac and linux, so you lose one big advantage of PDFs which is on its name: Portability.
Now, get serious
The best way to safeguard your so important data from copying is just applying a copyright. Make your life simpler, leave it all in PDF, make a good copyright document and just let costumers know through a footnote all that is copyrighted. There, you're truly safe.