Reader doesn't download files, so it has nothing to do with Reader. Downloading is done within an ftp program or possibly a web browser. So you should ask in a forum dedicated to the program used to download the pdf files. Only after the a page (unless the file is web optimized) or the entire file is downloaded does the pdf file get sent to Reader or a plug-in for rendering.
Off hand, I'd suggest you might have one or more plug-ins that are causing a conflict. But without knowing your OS, browser, etc, it would be impossilbe to offer more informaiton.
Thank you. I am using windows Explorer 8. This problem does not occur all
the time. just when the download seems to go to a darker colored background
with a horizontal bar showing progress. Some downloads happen
instantaneously and are not a problem. I'm finding with some problem
downloads I can right click the link, save the pdf file and then open the
saved file to view.