When you launch/open adobe reader (after you download and install it - if not already) - it should ask you if you want to make it the default.
Otherwise its:
To change a document’s application:
Select the document and choose File > Get Info.
Click “Open with” in the Info window.
Choose an application from the pop-up menu, or choose Other to locate a different application.
If you want to use the application you chose to open all similar documents (the same type as the current document and created by the same application), click Change All