Try going through the instructions on the Endnote website - note especially the SP1 (12.1.x) update for Word.
Try going through the instructions on the Endnote website.
Safari only seems to download citation files to the desktop; they then need to be click-and-dragged into Endnote. Instructions here suggest a fix but I haven't been able to investigate yet - it might only be a partial fix. If you can bring yourself to use Firefox, it works a lot more smoothly.
The first time you export citations from a database it asks you whether to open or save. Choose "Open", then browse to find Endnote X2, and make sure to click "Do this every time" before clicking "Okay".
If you get this message while trying to insert references into a Word document: