What app do you want your PDF files to open with when they are double-clicked?
If you click on the Desktop, type Command-J, and in the Desktop's view-options window uncheck the box for "Show icon preview," you will convert all the Desktop icons to whatever image the default "Open with" app has provided. If you have set Adobe Reader as the default app for PDF files, the icon will look like this:
!http://i55.tinypic.com/2r4hf6p.jpg!
If you have set Preview as the default app, the icon will look like this:
!http://i51.tinypic.com/264noea.jpg!
I don't know of an automatic way to have PDF files display an Adobe icon and still have them open in Preview when double-clicked.