The PDF, or at least the file you think you're saving, is corrupted. I recommend disabling any download managers you have installed, then rebooting the computer to see the changes. After this, visit the website where the PDF file is located, right-click on the link and choose Save As. This way, you will always save the original file instead of webpage or something else from the page.
Open Adobe Reader or your favorite PDF reader application and use File > Open to open the file.