Years ago we recommended that students use the scorch plugin. Unfortunately there were so many technical issues that we stopped recommending this software in 2011.
You can download and transpose the MIDI files using software. However, you can not transpose a PDF file.
Since transposition is such a complicated process, we have a transposition service for those students wanting music from our lessons in a different key.
You can also check out our lessons on transposition and learn how to transpose the music yourself into a new key.