BleepingComputer.com: Reading pdf files in IE8

When I want to access a pdf file in IE8 using Windows XP3, I get a message saying unknown file type with the choices:

"Do you want to save this file, or find a program online to open it?"

I already have a program on my computer associated with pdf files and have no problems reading them. Also, this is a new problem. As far as I know, I haven't made any changes to my system since a few days ago when everything worked right.

How do I fix this so that I can read pdf files without have to save them?