I had this problem as well. Turned out to be rather elaborate so not sure anyone else will have the same problem, but it's worth checking.
In my case, my system is opening the PDF files from a filename stored in a database. When I moved my files around, my system couldn't open the files anymore because now the total filename was too long. e.g: c:\the\path\here\in\total\was\just\way\too\long\anditbroke.pdf
Also be sure to check your file permissions in Windows. The application's running identity must have access to the file.