First, check to see if you've got Adobe Reader on your PC. Go to Start > All Programs and look for 'Adobe Reader'. If it's there, click to open it. Then go to Edit > Preferences. Click on 'Internet' and then click to remove the tick alongside 'Display PDF in browser'. Click 'OK'. That will stop PDFs from opening in an empty web window, but should get them to open normally within the program itself.
Alternatively, simply download an alternative to Adobe Reader. This is the one which is most frequently recommended here on AB:
http://download.cnet....2&subj=dl&tag=button/
Chris