I had this happen a few times. I think I had Adobe 7 with my XP. I did some research and saw a few people recommend the Foxit reader instead of Adobe, so I downloaded that and set that as my default reader and haven't had the problem since.
Anybody have a "~.exe" process running in Task Manager or in the System32 folder?
There have been a lot of malware problems in general lately. I strongly recommend everyone do the immunization and scan in Spybot S&D. http://www.safer-networking.org/en Ad-Aware and Spyware Blaster are also good secondary programs that I use, and obviously everyone should have some sort of anti-virus program installed (I use Free AVG).
I wanted to add one more to this list. I've found a new program. Malwarebytes' Anti-Malware seems to be very good at finding even more stuff than Spybot S&D. The immunization/protection module isn't free like in Spybot, so I would use the two in conjunction, but as a scanner and removal tool it seems to work great. http://www.malwarebytes.org/mbam.php