For once have to agree with "Bob" on this one... too little info and way too many variables!
Are you trying to open, or simply download?
Has this always been the case, or only recently? If the latter, what changes have been recently made?
What OS are you running?
Have you recently updated Acrobat?
Any recent software changes?
Any recent changes to applications or PDF file-handing prefs?
You really need to provide a heck of a lot more info in order for us to have a hope-in-hell of proving any assistance to your problems.