error message when saving new style

Hi I am putting in a paper for a conference that has specified a particular style which can be downloaded. However, when I click on the Save As which apparently should save it into a style folder i get a message saying  

You are saving the style outside your style folder and it will not appear in the style manager. Continue?

and of course it does not appear. 

All the “how to” on saving new styles say that you just “save as” and give the file another name and it will find its way to the style folder. However, this is not happening with me. Is it because I have vista as my operating system?

Many thanks RUTH

Due to changes in the Microsoft operating system Endnote output styles are saved in the Styles subfolder within the Endnote folder that is within the My Documents folder. The output styles are no longer saved in the Windows Programs folder.

Check whether you have an Folder in My documents. And check your Folder Locations path for the Style Folder that it’s “pointed” to the Endnote folder within My Documents. If the path is incorrect change* the setting by clicking the Select Folder button, then navigate and select the Styles subfolder.

[*Note: Go to the Endnote toolbar, click Edit > Preferences ; then click on Folder Locations and navigate to theStyles subfolder within the Endnote folder that is within the My Documents folder.]

It should open automatically in EndNote, if you just “open” rather than save from your browser,  and then you “File, save as” in the Endnote program (probably removing the “copy” part endnote adds).    Endnote will save it to the right place. Then when you “view more styles” or “open style manager”, you will be able to find it.  

Dear Crazy Gecko,

Thanks alot for your answer. I was struggling to fix this problem since 2 months. After Reading your amswer, I found the location of my endnote styles floder. I just have cut the downloaded endnote styles from downloads folder and pasted in endnote styles floder in my C drive.  It worked superbly…  Thank you for great help.