You can read the entire discussion here...
<http://www.adobeforums.com/cgi-bin/webx?128@89.EJngcncLtV1.0@.2cd1288b>

Quote...
Yes. HTML. This HTML is just a web page, with links to 
some PDF files.

Also, it is designed so that, viewed in a web browser, it 
immediately follows one of those links, so you see this as 
being PDF; in fact it is not.

You would need to tell the makers of the capture program 
what exactly is happening - ideally, tell them the 
specific site. 

There is nothing at all wrong with Adobe Reader; you 
haven't managed to capture a PDF, so it can't open one!