Hi Grace,
Thank you for posting your query in Microsoft Community.
- Which web browser are you using to download these files?
- If Internet Explorer, are you getting the same error message while using any other web browser?
I would suggest you to install the latest pdf reader on the machine and check the status.
You may refer to: Latest PDF Reader
Hope this information is helpful. Please feel free to reply in case you face any other issues with Windows in future.