Let me preface this by saying: WotC should make it easier to download PDFs. There's no reason it should be so difficult for most people.
That said, the real problem here is PDF-browser integration, which is just a freaking terrible, horrible, awful idea, and whichever person at Adobe first came up with the idea of an Internet Explorer or Netscape plugin to view PDFs in the browser should be shot*.
Thankfully, I don't have this problem in the first place; I use a different reader (FoxIt reader) which I find significantly faster than Adobe's reader (this is compared to versions 6 through 8; I've heard 9 is actually quite speedy, but haven't tried it). FoxIt doesn't integrate with the browser at all, which is wonderful, so I just get prompted to save or open the file whenever I click a link to a PDF.
*Shot with a camera, I mean, and then that picture put up on a wall of people with really stupid, annoying ideas that unfortunately caught on. I don't actually advocate killing the guy for this...