you're having this prob. because acrobat reader is not registered as the default program to open up your .pdf files.
in order to do that,when you get the option of which program you want to choose, you should choose acrobat reader instead of the other options that you listed.
seems like you already chose internet explorer as the default hence opening the pages up in IE. is that what happens now when you click on the file or do you still get a list of programs ?
easily fixed. let me know where u're at.

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