In Firefox, have a look under "tools", "options", "downloads". You will see a list of what programs are being associated with what extentions. Is .pdf being associated with acrobat reader?
Strange. If you have acrobat reader installed it should automatically be associating .pdf files with acrobat.
I can think of 2 things to try.
1. Download a .pdf file to your hard drive. Using windows explorer, right click on the file and chose "properties". Here you will see what program windows is set to use when opening .pdf files. Click on "change" and set it to acrobat reader if it is not already set.