So it opened in Endnote and you saved it from endnote? Check your preferences, folder locations, which should indicate where it was saved, which on a PC is in a different location from the default installation set, but Endnote looks in both places when you browse or “select another style” from the word dropdown. Try to download again, and give it a new name when you “save as”. You will need to “select another style” to see it the first time though.