It sounds like your PDF's are attempting to open in something other than Reader. Possibly Word.
You can look in the help files for your OS (you don't mention what you have) on how to change file associations. It will tell you how to associate PDF's with Reader rather than Word (or whatever).
XP - Start>Set Program Access and Defaults
Vista or 7 - Start>Program Defaults
You can "associate" files with the correct programs there, or just right click on a PDF and choose Properties. Then change Opens With to Adobe Reader.
You just need to change open with adobe reader. Well.
Thank you all for your help! I've now got it!!