When you open a PDF from a website, by default Adobe Acrobat opens it in your browser window.

This behaviour doesn’t sit well with me; I prefer to see the PDF inside of Acrobat.

To set this as the default behaviour, load up Adobe Acrobat. From the toolbar, go to:

Edit > Preferences… > Internet

Uncheck the Display PDF in browser under the Web Browser Options.

There you have it; PDFs that you open from websites will launch Acrobat Reader, and be displayed in there.