When you click on one does it open in another window and nothing there?? Just says "done" at the bottom?

This has always happened to me in IE and Netscape and Firefox (NS and FF are the browsers I use ALWAYS!) I found that you have to "right-click"  "save link target as" and wait for it to download to open. I have never been able to view a PDF online, always had to download it, quite annoying actually, I never cared for PDF files anyway to large and not as easy to page through as they are suppose to be, need to zoom to read something and the letters become all distorted.
Maybe that is only in the free version but none the less annoying, although the Open Office PDF viewer works pretty good, and it is free as well!