If it's Adobe you're having a problem with, right-click the downloaded file and check its properties - should be about 33.5MB for XP and Vista. If it's not, it's not downloaded properly. Try deleting the file and re-downloading (try that anyway).
Also check add/remove programs. Is it listed there, or any older versions? (Current version is 9). Try removing those, then re-installing a freshly-downloaded file.
Foxit (AC's recommendation) should also work if you've had enough of Adobe.
What version of Windows are you running, by the way?