That's interesting. Hate to say I've still got Adobe on here - never gives any trouble, plenty of room for it, so I've never bothered to switch to Foxit. I know Foxit is good, I've used it in the past - so, as you say, that might make a difference.
Strangely that link now opens up inside a webpage on mine, so I've had to look at other similar examples.
Seems there are some alternatives - just requires a bit of cunning.
Using right click Properties I get the junk you posted in the last line, although right now I am on my old XP IE8, so that might be yet another variable. Originally I checked on Vista and Win7 too.
Out of curiosity did you try the idea from Razor2.3? I'm baffled as to why it didn't work for me on any machine.