How do you install - directly from the web page, or via downloaded installer?
Download this installer http://ardownload.adobe.com/pub/adobe/reader/win/9.x/9.3/enu/AdbeRdr930_en_US.msi; save it to disk, then close all browser windows and run the downloaded installer.
I'm already using the downloaded installer. It seems that you have to close the taskbar (explorer.exe) to get round this - I'll try when I get home. I've found you can close the taskbar by opening the start menu, hold down Ctrl+Shift an dright click on empty area of start menu, then select "exit explorer"
I never had to close explorer to install anything on my systems; I start to suspect that something is not quite right.
Try the new Microsoft Fixit Center to check your system. Note this software is still beta, so I strongly suggest to make a System Restore Point before proceeding.
This might work.1) Open Adobe Reader2) Go to Edit then Preferences3) Under Categories on the left side click on Internet4) Uncheck Display PDF in browser and click Ok.