SharePoint prompted to save instead of open

The default installation of SharePoint 2010 will require users to save some files (such as PDFs) locally instead of opening them using the default program on the client.  There is a central admin setting to change that behavior:

1. Central Admin --> Manage Web Applications
2. Open up the General Settings on the desired application
3. Change the "Browser File Handling" setting from Strict to Permissive