EndNote now only includes a few popular import filters by default; this means that when using the Direct Export feature in some databases, EndNote won't know what to do with the file. In other cases you may have to save a text file and then import it using a filter.
The following is a list of import filters not included in EndNote for databases to which the Library subscribes. In Internet Explorer, right-click and select "save target as". In most cases with Windows, the file should then be saved to C:\Program Files\EndNote X7\Filters (on x64 systems, C:\Program Files (x86)\EndNote X7\Filters).