When previewing your website with Firefox set as your default browser, you may get this error when clicking on a link to a PDF:
Here's why this happens:
While you are previewing the document, the file is actually pointing to a local file path (on your computer's hard drive) and Firefox cannot determine what program to use when a file is pointing locally. This error can be safely ignored, because once you upload your website, the local path will be changed to a relative path (i.e. one found on your web server) and your links will work fine. This issue only seems to be related to Firefox, so if you test it with another browser, it should work fine.
Here's a good rule of thumb, if you really like using Firefox:
To test your website without uploading it, use a browser other than Firefox.
To test your website after uploading it, feel free to use Firefox.