Highlight (e.g. click once), then Ctrl+right click. Take "open with" from the menu and choose [Adobe] Acrobat Reader. Make sure to check the box "...always open with...." Do make sure you have Adobe Acrobat or its reader installed.
You can also bring up context menu by highlighting the document icon and then press the context menu key.
The above is the simple way. There is another more 'detailed' way via ''file type'' association.....but that's for another day !
I hope this will be clear: After installing NERO, I clicked on the user manual and got the "how do you want to open this file" window. I knew it was a PDF file but stupidly chose WORD and then did not uncheck that crafty little box that says "always use this .... for this kind of file ..." Now, of course, the manual's file is not readable in WORD and I don't know how to unset that little box - solutions?? (Windows 98se)