Trouble Importing Output Style

I am attempting to import an Output Style into EndNote X9.  I am able navigate to the EndNote web site and locate the style.  When I click on the style I’m looking for, and click on the Download button and I instruct it to open the file with EndNote, EndNote opens the “Choose an Import Filter” window, which doesn’t seem like it is the correct window.  If instead, I locate the downloaded file on my computer, right-click and choose, “Open with EndNote”, the same window opens.  Any idea what is going wrong?  I am using Windows 10.  The style is for the Journal of the National Cancer Instute (JNCI)

Thanks for any help you can provide.

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what if you just open it?  does the filename end in .ens?