As far as i know, Adobe Reader comes as a binary in a tarball.
1) When you download the file, run the command (In a terminal)
tar -xzvf name.tar.gz
2) There should be several files created in your current directory. One is called README (It is good to read this, as it explains what to do). Another file is called INSTALL. Log in as root (su) Run the following command in a terminal:
It should prompt you where to install it to. I suggest /usr/local/acrobat.
3) When the installer is finished, the command to start acrobat will be "/usr/local/acrobat/bin/acroread".
4) I suggest you now create a symbolic link, so you don't have to type the full path all the time. As root:
ln -s /usr/local/acrobat/bin/acroread /usr/bin
Post back here if you have any problems