I would imagine these are the directions you're looking for. To make a long story short, it looks like when you click that link you provided, Adobe installs a download manager instead of downloading Adobe. The download manager then installs Adobe Reader where it wants to install it, how it wants to install it.

You were right about that McAffee thing being tricky. Darned near got me even though you warned me.

Personally I don't go through the charade of Adobe Reader anymore. I use Foxit. What that means is that I have not tried the directions that I linked to. I assume that they work. It makes sense to me. But I have not tested it. I avoid Adobe Reader like the plague.