Acrobat Reader XI and SharePoint 2010 integration problem

We are relying heavily on SharePoint 2010 and PDF files. If the pdf file is opened directly from SharePoint everything works fine. There is an option to check out the file or open in read only mode. Users can modify the file, save it back and check it in.

This functionality doesn't work when a user tries to open the same PDF file from SharePoint using a link in the email. This is the case when we use workflows and a workflow task is emailed to a user (Outlook 2010) with a link to a PDF files on SharePoint. When a user clicks that link the file is opened in read only mode (no check out option) and not from SharePoint but from the Temp folder and the Save doesn't default to the SharePoint location.

I can copy the link and go manually to Acrobat Reader and paste it in the Open file form and everything works properly.

Is there any way to make it work from an email the same way it works from SharePoint (check out option and save back to SharePoint)?