Choosing the Default Program For Opening Files
Look at the cascading menus below. I have right-clicked on a PDF file in Windows Explorer. Note that Windows Explorer is used to look at files on your computer and is NOT the same as the Internet Explorer browser. You'll see the icon for the PDF file at the top right of the screen shot. At the top of the first menu, you'll see that the default program for opening the file on my system is Adobe Acrobat X. We know this because it says "Open with Adobe Acrobat X". Move down the menu a bit farther and you'll find an option labeled Open with and it brings up the flyout shown on the left with five different programs listed. You may have more or you may have less. It all depends on which software you have installed that claims to work with PDF files (or whatever format file is in use). At the bottom of that menu is Choose default program...
If you select Choose default program..., you'll get a dialog box like the one shown below. Click on the icon for the program you want to choose as your default and make sure the "Always use the selected program to open this kind of file" is checked. Once you click OK, that program will always be used for the type of file you had selected.
Note: If you are truly working with PDF files, make sure you pick a program that "reads" PDF files rather than one that "edits" those files. Some users choose CorelDRAW as the default and this will lead to problems as would Adobe Illustrator. Those programs can be good choices for importing PDF files, just not opening them.