A Pdf should open as a zip file only if it was zipped, otherwise it should open in adobe reader.

Depending on the version of your OS, you basically want to "associate file types". Type "how to associate file types" for your version of windows in Google. Then you'll be able to set your file types to open with a certain program.

Or try "Right-clicking" the file that you want to change, and then, depending on the type of file, either click "Open With" or point to "Open With" and then click "Choose Default Program".

Then Click the program that you want to use to open this file.

If you want all files of that type to open in the same software program, select the "Always use the selected program to open this kind of file" check box, and then click OK.