You need an application that can read .pdf files. Mac OS X will do it through the operating system, but on Windows you'll need either Abobe's PDF Reader or an alternative like Foxit Reader. I recommend Foxit, as it's 1/10th the size of Adobe's bloated app.
http://www.foxitsoftware.com/Secure_PDF_Reader/Totally free, just be sure to decline any toolbars or other crap the installer asks you to install. (The inclusion of the toolbars is what keeps the app free, but you don't have to take them.)
The book is money well spent, and will accelerate everything.
