Why might you want to do that, especially when Adobe gives away its own Reader? The problem for Adobe is that its own Acrobat Reader has to handle many many different usage models, and so has become rather large. While the latest version is somewhat better at loading quickly than the last couple, it's still a hefty beast and really only suitable for a similarly hefty PC.
Here's where Adobe's policy of documenting PDF comes in handy - as there are an increasing number of third party PDF readers (and creators). What's more, many of them are free.
Foxit's PDF Reader has been getting a lot of blogosphere love over the last couple of weeks, and it's my turn to jump on the bandwagon. It's a tiny download that works on most Windows PCs, and gives you basic PDF editing features (so you can use it to fill in online forms), as well as useful tools like search and copy-and-paste.
Worth a look.
(Windows only - Mac users get to play with OS X's built in Preview)