Make sure you're the site collection admin. Go into the site (not the central admin) and then go to site settings then go to site collection features. In there you will find the setting for ' Open Documents in Client Applications by Default ' it will probably be deactivated. Active it and you're good to go. users will then open attachments in their windows assigned applications, not the sharepoint web apps.
Also, try going into adobe reader and in the settings there is an option to open with the browser. check or uncheck it based on what you want it to do.