Are you downloading these PDF files first and then trying to open them or are you opening them within your web browser? If you are downloading them first make sure that Acrobat Reader is the program trying to open the files and that they are not File Associations with another program.
If you are trying to open them from a web page in your browser you may have a problem with your Acrobat Reader plug-in for Internet Explorer. You may want to update or reinstall Acrobat Reader to see if that helps. Or you can try downloading the PDF file first and then opening them without using your web browser. You can do this by right clicking the link for the PDF file and then picking Save target as and choosing a location on your computer to save the file. Then double click the downloaded file to open it.