From Acrobat 9 pro.
No, you can't.
Is there any other way to do that? or any method to communicate with internet explorer?
What exactly are you trying to achieve?
I want to open a link from acrobat with user input and then save the pdf from that link to particular folder.
The launchURL method of the app object can do the former, and the getURL method of the document object can do the latter.
Be sure to carefully read the documentation of both methods, though, as they have various limitations (especially getURL).
Oh, and to save the file use the saveAs method. Again, restrictions apply.