all of the individual PDF files are located in the How To section of the Power CMS Support Page:
powercms/
I have tested downloading the PDF Files on a number of computers here in the office without an issue. I have tried on both Macintosh and Windows computers.
Some things to check would be The version of the Adobe Reader that is installed. What Browser are you using? Try using FireFox. make sure you have the latest version of FireFox. If yuor using Safari, make sure to update you safari to the latest version as well.