First Acrobat and Reader are an unsupported combination under the Windows OS, problems are to be expected. Acrobat 5 was released in 2001 do you really expect compatibility with IE8? If you are trying to download a pdf file just right click on the link, there is no reason to involve Acrobat or Reader in the process of downloading the file.
I have used these softwares until 10 days ago wityhout any problem. By the way, when I download an article, for istance from New England Journal of Medicine o Journal of Clinical Oncology, a download window does appear and, either automatically or by clicking a download button (you always need a subscription to the journal), I get the article inside reader 9.2 (not Acrobat 5.0) opened in IE8. I can't do something different. This is the same for all scientific journals I read.
Thank you very much.
Are you using Windows Vista? If yes, go to the top of the C: drive and search for the file. You'll probably find another Documents folder under roaming or local or an old user id (that you think you changed) with the file. By design, Windows will show you & the app a merged view of folders when viewing via a program but the real locations could be different. It's confusing but it's intentionally designed this way. I had a similar issue with Dreamweaver after I changed my PC's login name. Although I could see files and a path via the application, the files were not there when I tried to the find the files manually w/Explorer. The files were there though but they were under another Documents folder and for whatever reason, Windows would merge the view of the old folder with my currently active folder when I viewed the path via Dreamweaver but the real physical paths were different. Silly Microsoft.
Also, the temp file is likely the file that was created when you viewed it in your browser. It does not relate to the saved file on your HD. Keep searching.. if it thinks the file is already saved, then it is saved but you're probably looking in the wrong spot.
I use windows XP.
I looked for the files in all hard drives and I couldn't find them.
This evening a new discovery: I entered on the account of my child (we have only two accounts: one is mine, the other of my child) and I could save using Acrobat Reader! It is really strange. Is it possible that there is a wrong configuration of IE8 or Reader in my account (also if I don't know why)?