First, look at Advanced Perference > File Types if the extension is in the list
1) present: change the action
2) absent: Edit > Mimetypes > New type > application/pdf .pdf open with, and choose your program.
3) It's perhaps possible to delete the extension from within the downloader.
A+
Mozilla/5.0 (x11; U; Linux x86_64; fr-FR; rv:38.0) Gecko/20100101 Ubuntu/12.04 K-Meleon/76.0
Web:
http://jujuland.pagesperso-orange.fr/
Mail : alain [dot] aupeix [at] wanadoo [dot] fr
Ubuntu 12.04 - Gramps 3.4.9 - Harbour 3.2.0 - Hwgui 2.20-3 - K-Meleon 76.0 rc