I find trying to download them into a browser window is very slow with the latest few version of acrobat reader. I rightclick on the link and download them and open them directly, that is not through the browser.
If you want to persist with Acrobat then maybe try uninstalling and reinstalling it and see if that helps. If you are using Firefox then the [broken link removed] extension can be useful.
I remember on one version of Acrobat reader that I used at college, if you tryed to save a document using File>save, then it froze. But it worked ok when you used the floppy save symbol on the toolbar.