As it was instructed in another thread here in the forums, I opened the /usr/share/applications/mimeinfo.cache file to check for correct references. And noticed this doesn't seem to be the problem, there even are 3 optional browsers to use.
I already checked that the programs are correctly named, using the "which" command in the terminal, like this:
$ which google-chrome $ /usr/bin/google-chrome
So google-chrome should be the first option and yet the order to open a url doesn't seem to be arriving to the program, not even to the 2nd or 3rd option for that matter anyways.
Also, the 'Get help online...' command in the 'Help' menu doesn't work. So it is not a problem with the specific document file either.
I'm running Ubuntu 12.04 LTS. If you need to ask for more relevant details, please do. It would be nice to have various opinions on how to solve this, thank you :-)
UPDATE: I ran evince from the terminal as asked (awesome suggestion by the way). This is what I'm getting when trying to open a link:
/opt/google/chrome/google-chrome: line 42: /opt/google/chrome/chrome: Permission denied /opt/google/chrome/google-chrome: line 42: /opt/google/chrome/chrome: Success
Should I try the fix you suggested even if my error log is different?
UPDATE: Tried @maggotbrain's solution and BINGO, now I can study pdf references faster thanks to you bro!