This will happen if you use the PubMed (NLM) connection file to import the references. When you go to “File > Import” set your “Import Options” to “Other Filters” and then select “PubMed (NLM)”. Do this even if your Import Options already says “PubMed (NLM)” since the filter and connection file have the exact same name.
If the problem continues, download a new copy of the filter and save it to your “C:\Program Files\EndNote #\Filters” folder for Windows, and “/Applications/EndNote #/Filters” for the Mac:
ftp://support.isiresearchsoft.com/pub/pc/filters/PubMed%20(NLM).enf