Problem with opening PDF's

Everytime I want to open PDF file I got alert from CIS. filename.pdf tries to run filename.pdf. I click OK.
Next, filename.pdf tries to run AcroRd32.exe. And there are more alerts every time I want to open one PDF file. How can I fix that annoying behaviour? Setting AcroRd32.exe as trusted application does not help/
I use:
Adobe Reader X ver 10.1.0.
CIS ver 5.4.189822.1355

Is Defense + in Safe Mode or Paranoid Mode?