As long as you are using the correct kb shortcut ⇧⌘3 for a Full ScreenShot or ⇧⌘4 for a Drag a Area Screenshot, then it should be going to your Desktop, by Default.
If you have Dropbox installed, then they could well be going there, because there is a feature in Dropbox that saves all and changes the image extension from .png to .jpeg.
Now if you are doing everything correctly and the screenshots still are not on the Desktop (you can search in Spotlight ⌘Spacebar for Screenshot and should show the Location) you can change the Location to your Desktop with this Terminal Command:
Now if you don't want the Screenshots to go to your Desktop, change the Path (the place you want them to go ~ Lets say Pictures) from Desktop and insert Pictures, making sure you capitalise it.
Now as to Adobe Reader, as Nick posted, what OS did you come from, because the version you have, may not be compatible with your current OS. You could well, uninstall it, from the uninstaller in the /Applications/Utilities/ Folder and go to Adobe and download the version current for your OS.