We recently got hit with a new threat in the form of a vulnerability in Adobe Acrobat Reader that allows a PDF file with malicious code to download a trojan off the internet.
When you open the pdf file a command line window may appear, and internet explorer or firefox may attempt to open. I have also heard of a case where outlook/outlook express is opened as well.
In order to combat this threat you need to download a patch from the Adobe site here.
You can find out more information on the vulnerability and its exploits below: