PDF display problem

I have added some PDF files to a document library and they appear okay in the
folder (I've even applied the icon fix). However, when I click on the link to
open the file the URL changes to the requested file but I received a blank
page (with Done at the bottom). If I press the Back button on the browser and
try again, the file appears okay.

I've done some digging and on the first click the PDF is copied to the cache
but doesn't open and I take it the second time around seeing as it's in the
cache it opens okay.

Any ideas what can be causing this?

I was also told to try opening the document in another window. I know hoe to
do this with standard html (target=...) but how do I do something similar in
WSS?
.