If you are following the documentation, then you are probably outputting something like this:
send_data data, :filename => "myfile.pdf", :type => 'application/pdf'
I don't know if this is specific to Rails 3, but the issue is that the Content-Type header is not being set to 'application/pdf', so setting it explicitly in the response should fix this issue:
response.headers["Content-Type"]='application/pdf' send_data data, :filename => "myfile.pdf", :type => 'application/pdf'