If FTP, network access, and Internet access all work properly, it's not likely to be the last two things (Winsock, TCP/IP), but it can't hurt to try them anyway.
The symptom is unusual and pretty specific, and the problem does not appear to be anything obvious. Finding it could be very time consuming. You might be better off using a work-around. For example, transfer the PDF and open it locally.
What procedure are you trying to use to open the file (open it from within the PDF reader, use a context (right-click) menu, etc.)? Have you experimented with alternate methods of opening the file that might keep it a one-step process?