How to enter database credentials for Full Text search?

I have a username and password for the Harvard University Countway Library electronic full-content. I notice that when searching the PubMed database, and asking Endnote to find full-content (PDF) for a given entry it locates from a search, it often comes up “not found” even when the content exists if I follow the URL (through NCBI) and enter the Harvard password. I think Endnote isn’t using my credentials when it tries to get the fulltext. Where can I enter these, so that it has the same level of access when doing full text search as when I go through the web?

thank you,

Mike Levin