How to change the setting of WinEdt to open all newly generated PDF files in another PDF reader?

Not sure whether something has changed since WinEdt 6. I don't think it's very different in WinEdt 8, so I explain for the latter.

Open the Execution Modesinterface from the Options menu and click on the PDF Viewer tab. There you will be able to choose the main pdf viewer and up to 4 alternative viewers, and also set the synctex parameter (for forward and inverse search).

Maybe you have good reasons to use Adobe Reader, but be aware that it locks .pdf files and, as far as I know, doesn't support the direct/inverse search feature that is allowed by synctex. That's why the recommended viewer is SumatraPDF, that has the advantage of being lightweight and very fast to load.

main Menu

Options
  Execution mode
    PDF viewer

Now you can change the default PDF viewer.