Currently, clicking on a hyperlink within a pdf document opens internet explorer, even though firefox is the default browser. I don't see a setting anywhere in Reader to change this.
I'm a little late, but I think that I may have found the solution to the problem. If you open Reader and check under Help-->Check Plug-ins and look at the Weblink plugin, it should have an extension of api. Remember that extension. Now go to your Default Programs --> Associate File type or protocol with program. Look for api. The current default probably says unknown application. Click on change program and look for the exe for the browser that you would like to use. Now associate that with the api file. Save and then restart your computer. Now when you go into Reader, it should now open with the browser of your choosing. Now I have to put out the cavet that I am not a computer genius and I half stumbled and half logically came up with this solution. Please give me feedback and let me know if this solution worked for you.
You need to change the system default browser for html files.
Right click over a html file and select "Open With"
Select "Choose Program", select Firefox from the list and then tick the "Always use the selected program to open this kind of file" option. Click "OK" and you should be done.
NOTE: This will change the behaviour for all links in all programs.