how to open links etc

Hi,

Sorry to ask something perhaps really dumb, but when I click on some links, eg a pdf file, I get prompted to save the file. Is it possible for me to transfer the file to some external program (say /usr/bin/epdfview) to open after download? Does this have to programmed in somewhere? Where? As a dpi? If the latter, where are the instructions?

I looked at hello.c for an example but I was no sure what to do with the C program. Where do i compile it and how?

Thanks for the help!
Best wishes,
T