Have Microsoft explorer 8. pop up screen notes that there is either a
malicous item attached to the download or a malfunction with the web site.
Will not download for my protection.
Sounds like your security is set a little high (not necesarily a bad thing). Assuming you are downloading from the Adobe site, you can back it off a bit until you get Reader downloaded and installed.
Try downloading the installer without DLM from http://ardownload.adobe.com/pub/adobe/reader/win/9.x/9.3.3/enu/AdbeRdr933_en_US.exe
Retrieving data ...