When I go to a site, and click on view or download a PDF, my dell computer image finder pops up (Active Image? or whatever) saying it can't open the document.
You should disable your image finder or whatever. I don't know what exactly you should do, because it's probably a Dell-specific tool.
Where would I have to put an Adobe Alias in my system so these site documents are opened by my computer after download right away and I don't have to close everything, find Adobe and then open the file.
Try this: In MS Internet Explorer, right-click the PDF file, choose "Save Target As..." and select a folder where the document will be downloaded. You can choose Desktop, for example. Start downloading and uncheck "Close this dialog box when download completes". When download completes, click "Open".
You can also open any PDF file by double-clicking its icon, either on Desktop or in Windows Explorer.
You should also be able to start Adobe Reader via the Start menu, not just from desktop. And you can drag the Adobe Reader icon from Desktop to the Quick Launch panel, which should be to the right from the Start button (it depends on your configuration). Quick Launch panel is quite handy, because it allows you to start applications without going to the Start menu or minimizing all other windows to reveal Desktop with the application shortcut.