Acrobat Hyperlinks

I have a pdf document that has a few hyperlinks to external websites. The problem is that on some computers, the hyperlinks does not seem to work correctly. When you first open the pdf document, the hyperlink launches a IE session. As long as this IE session is open, all other hyperlink will continue to work. When you close the IE session down, the hyperlinks stops working. It looks like Acrobat Reader can not open an IE session or it is looking for the old session. The only way to resolve this is to restart the computer. This seems to affect both Acrobat Reader 7 and 8.