Opening Acrobat 6.0 in window separate from Internet Explorer

Hi,
I have a local intranet where there are links to adobe documents. I want the documents to open in adobe acrobat and NOT in the browser. I have adobe acrobat 6.0 professional and IE 6.0 in a Windows XP professional OS. When i click on the document I get a little box on the top left hand corner and the document is not displayed.
When i change the acrobat setting and i check "display PDF in browser" then it works (it opens the adobe document in the browser). However that is not what I want.
any ideas.
Also I have this working fine on a different computer the only difference is that it has Window 2000 professional instead of XP.

Thanks in advance.