To change the default program Internet Explorer uses to open .pdf files, users should open Windows Explorer, navigate to Tools > Folder Options > File Types, and locate the PDF file extension. From there, they can select "Change" and browse for Adobe Reader. However, some users have reported that this method does not work specifically with Internet Explorer, as .pdf files may still open with other programs despite being set to Adobe Reader. This issue can arise after installing certain software, such as PDF Convert Professional by ScanSoft. A potential solution to restore the desired functionality is to reinstall Adobe Reader, which has resolved the issue for some users.