If you don't need or don't like an integrated PDF reader in your browser you can disable the plugin that enables that behavior. This will then ask to download each PDF so that it can be opened in Adobe Reader outside of the browser.

1. Open Internet Explorer
2. Click the Gear icon → select Internet Options
   
3. Select the Programs Tab → select Manage add-ons
   
4. Under the “Show:” Drop Down, select All add-ons
   
5. Select Adobe PDF Reader from the main list and click the Disable button in the lower right
   (Click Enable to turn this feature on, if disabled)
   
6. Click Close on the Manage add-ons window
7. Click OK on the Internet Options window