Opening a PDF after export is done with a checkbox inthe export options. It's not checked by default, so you need to do it yourself the first time.
Starting in CS5 PDF export became a "Background Task" so that you can continue to work while the export is happening. The old progress bar is gone, so unless you open the Background Tasks panel you have no visual cues other than the little animated icon (short horizontal lines) that appears in the application bar. It's possible that your PDF is not really damaged, but that it wasn't yet complete when you tried to open it. Setting the PDF to open when complete is a good way to deal with this.