Can you open other pdf's ok?
Try saving the pdf to your hard drive first, then open Adobe Reader, navigate to that file, and open it.
I have seen this problem with other pdf readers, but not with Adobe Reader. Ask the sender what program was used to create the pdf.
I'm not sure how they are "sending" it to you but the first trick is to have them compress it using something like WinZip first. That will rule out corruption issues.
But the best and most recommended way to "transfer" PDF's and avoid corruption is to post them on a web space somewhere then email a link to the receiver.