>1. The screen flashes with a dos window then starts the installation.
You're probably doing:
! setup.exe
instead of ! /n setup.exe
the /n says it's a windows program, no need to open a dos box.

>2. My launching program continues to the next command even though the
> installation of adobe reader is not finished.
that's becuase it's a windows program, look in the files section for "run and wait" and variations. there's at least 3 downloads for waiting for a windows program to finish executing.