Sounds like someone has set your computer to direct .htm and .html file extensions to your PDF program instead of an internet browser. You will need to reset that file association.
- Click on the Windows logo in the lower left corner (Windows 7)
- Select Control Panel
- Select Programs
- Select Default Programs
- Select Set Default Programs
- Click on Internet Explorer and click the option to set this program as default.
This should fix the file association issue and those links should open in Internet Explorer.