Is has pretty likely nothing to do with Acrobat as such. Something is simply blocking "conspicuous" Internet downloads which could be as trivial as your Internet Settings in IE or some security tool you are using. Impossible to know from a distance. If you use security stuff, temporarily turn it off. in the Internet Settings you may need to allow execution of certain (unsigned) Active X's, too.
What means "cannot"; what happens when you try?
Can you download the PDFs to your local disk, and open them from there?