PDF's not opening in Client Machine for Comment adding

Hello Everyone,

I have a peculiar issue where my users want to open a PDF in their client machine (using Adobe Reader) so they can add comments and then save the file back to SharePoint.

I have changed the library settings to "Open in Client"

Here's the strange part: It works just fine for some (myself included), but it opens in the browser (disabling commenting) for most others.

I am running SharePoint 2010 Foundation on Windows Server 2008 R2.

Thanks for any an all help I can get here!