Do you have a link that we can try?
Thanks for replying but I didn't ask a question related to this subject.
Is the problem replicating even when you try to open a PDF present on your local drive as well?
1. Right click on any PDF present on your local drive and click on Open With
2. If you see a submenu, then click on "Choose Program..."
3. Select Internet Explorer and make sure that you uncheck the option "Always use the selected program to open this kind of file"
Does Internet Explorer report a problem even in this scenario?