1. Are you able to open PDF files on other browsers?
2. Is this a new problem? When did it start?
One thing you can try is to configure the browser to use Acrobat or Adobe Reader as a helper application. To do this, follow these steps:
A. Close your web browser.
B. Start Acrobat or Adobe Reader.
C. Choose Edit > Preferences.
D. Select Internet in the list on the left.
E. Uncheck "Display PDF in Browser", and click OK.
F. Restart Internet explorer.
Here's what Adobe has to say about this problem. Have a read through it and see if any of these solutions help - http://kb2.adobe.com/cps/328/328233.html
Hope this helps!
IE Outreach Team