I had no problems opening and viewing it in FoxIt without having to download. Possibly something set incorrectly with your browser and/or FoxIt. You might try reinstalling FoxIt to make sure your browser does see it as a plug-in. Cannot guarantee that will resolve the issue though.
Alternately, if you want to download it, right click the link and select "Save Link as..." and point it to where you would like it saved.
Hope that helps.