If you are using the property datasheet as a hyperlink in DxDesigner, the value should include the file:// spaces worked in my test as shown below.
I did have problems with PDF's opening, as installing Acrobat upgrades several times apparently causes a bad registry entry. I reset the pdf association in Windows 7 control panel
Control Panel\All Control Panel Items\Default Programs\Set Associations and browsed to the correct Adobe reader and all works well!
I also tested with .docx and .xps files
Yes is correct,
I have more than one program mounting procedures for the pdf, you must update the default program in Windows!