Mac OS X doesn’t recognize Internet addresses starting with “http:”

I have a Mac G5 and I am using Safari 4.13. My problem is that whenever A site I am on has a reference to a document (usually a ,pdf file) the screen goes blank for a moment as if it is going to the sight and then the above message appears on the screen. The message makes no sense to me and I am very frustrated as naturally I need to access these documents. I have tried going back and forth, cutting and pasting with no affect. If I use another browser it works just fine, I only have this problem with Safari. Any suggestions would be helpful.

Hayne7