You can easily download the Adobe Reader.
As to the download problem (I assume you are using Internet Explorer),
try this:

If it is only .exe files, then read on and see if this is relevant:
You may have an invalid plugin.
Netscape-Style Plug-ins Do Not Work After Upgrading Internet Explorer
[Q303401]
http://support.microsoft.com/default.aspx?scid=kb;en-us;303401

Remove the plugin with Regedit.exe
Start-Run-Regedit.exe
Navigate down to this key and remove it, after exporting it as a
normal safety precaution.

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Internet
Explorer\Plugins\Extension\.exe

If that key exists, then you will see what plugin has been installed.
The key does not normally exist.

...Alan