Try going to "Tools" at the top of your screen. Then go to "options" and then to "applications". Scroll down the list of "Content type" until you come to Adobe Acrobat Document. Click on the "action" to the right of this line item and choose Adobe Acrobat (or whichever program you want to open the document with). And then click "OK" at the bottom of the screen.

Sometimes when you install a Firefox update, it will delete this setting, and then you have to go back in here to re-set your preferences.