We have seen similar problems as you describe on Vista in the past, but never really found out what's causing it.
What is your OS?
What happens when you try to open a PDF file?
Can you open Adobe Reader by itself?
I am currentlly running Vista. Each time I try to open a pdf file or acrobat reader or any of the other programs with the changed icons, it says there is no program associated with this type of file. And to please go to program associations in the control panel to correct this. I go there and I dont see anything wrong.
I have same error trying to install 9.3 on Windows 7 Compaq laptop. Install completes but changes 1/2 to 2/3 of desktop icons to Adobe symbol and clicking on any of them or Adobe Reader 9 icon returns a file association error for Reader 9.3 "Eula.exe" and requests you associate a program with that .exe file ?
The computer in question had the same error while running Windows Vista Home Basic when trying to install Reader 8 or 9.
I installed 9.3 on other Windows 7 computers in my home network without incident.
In all cases the firewall (Norton 360) was disabled before installation.
Anybody have any luck troubleshooting this ?