Greg,
This is a problem with your Adobe reader my friend. Try to attach an excel file into your endnote for example, when you click on it, it will open. However, a pdf attached file will not. All what you need to do is to 1) reinstall the adobe reader from the internet and 2) make it default by right clicking on any of your pdf files in your pc. After you have done this go to your endnote and click on the attach pdf files, it will open.
Zabi