I'm also having that problem. Ado9be Reader is not in my Program Files even after trying repeatedly to downoad it even through the installer already mentioned. There is also what may be an unusual twist...When I try to download or open a .pdf file, the file goes to Adobe Photoshop. It shows on a patterened background and so small as to be virtually illegible.
Download Reader from here: http://ardownload.adobe.com/pub/adobe/reader/win/9.x/9.3.3/enu/AdbeRdr933_en_US.exe and double click the installer.
This should install Adobe Reader on your machine. If you face any problem now, post the exact error message.
Otherwise, once you have reader installed on your machine pdf files should get associated with reader as the default application. If not, then right click any pdf file, select Open With..., choose Adobe Reader and set it as the default application from the Open With dialog box.