for PDF-XChange (my favorite, too!)
File > Preferences > File associations > Make PDF-XChange the Default PDF Viewer > Display PDF in Browser [ ] (uncheck)
Should do the trick.
I haven't installed Adobe Reader in ages. First, I stuck to version 7, then I switched to Foxit, and now it's PDF-XChange. Never looking back, I guess. And I've always hated when they get embeded on my browser window.