The easiest way is to use an activex control but when I tested it, it did not load files. I don't know of any non-standard readers except for foxit reader but I do not think it has an activex control.
The Active-X control of the AcrobatReader is only suitable for the IE, it does not support OLE-Automation (therefore it can not be used by VA). But with VS2008 you just select the control and you can use it - pretty easily. I've seen code on codeProject.com, where a MFC-based application showed how to use it anyway and there seems to be Java code out there, which also makes it possible to use this control.
FoxitReader indeed delivers an Active-X control (even with its reader and a very nice one), which can load a file to view it - actually enough for me. The more enhanced Active-X control from Foxit costs much more....