Did you try the instructions here on North Carolina’s page for the desktop version?
http://guides.lib.unc.edu/downloadtoendnote
(and make sure you are on the library mode (the first icon on the endnote toolbar) rather than the online mode (the middle button) I avoid at all costs ever being on the last mode – both.
or are you working with the online version of endnote? (my Chrome and IE both just import automatically if I send to citation manager, and open - so I must have ticked the box to auto-open in endnote).