Several database vendors support direct export to EndNote. Using this option eliminates the need for a connection file or filter. It allows you to save the references you've selected from a database and then export them directly into your EndNote library. Vendors/databases that currently support direct export include
BioMedCentral
EBSCO
Elsevier (ScienceDirect)
Highwire Press
IEEE
ISI Web of Knowledge
JAMA