Okay. I just downloaded a pdf from a web page and got the downloading arrow followed by the download history page opening with that download at the bottom. I click it, it asks whether I want to use Library or Pdf to Go. So no problem for me.
I am using a Pocket eDGe running Dingo. Do you have the "big" eDGe and Ermine? Either way, I suspect you don't have the proper permissions from someone. You did register your eDGe with enTourage and Adobe, didn't you? (I think you have to, so probably a silly question.

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Can't think of anything (else) helpful right now, but will let you know if I do!
I'm still exploring my eDGe almost 3 months in!

Quite a nifty toy if I may say so!