Download one of the pdf's to your desktop. Highlight the pdf and then click on "file, get info" (or apple & I).
Toward the bottom you should see an area titled "Open with." There you can set the default application. Change it to "preview" (the built in mac app that will open pdfs) and then click on "change all" so that all pdf's open in preview.
Let me know if you have issues/questions.
