>I need to go to a bookmark in a pdf file
Well can you do it in the browser manually via the URL? Any URL you can specify in IE should also work in the Web Browser control so it's easy to test functionality.
I doubt any of the readers can do this though - especially given that there are multiple readers (I haven't used Acrobat in years <s> since I found FoxIt).
But you can try anchor syntax (somepage.pdf#BookMark) that normally works with Web pages. Maybe that's supported by Acrobat?