More detailed instructions can be found on the EndNote Support & Services page. Be sure to check the box to that says to use that application for the same RIS (citation) file type. When the dialog box opens and asks you to choose a program to open the item you've exported, go to your Applications folder, then your EndNote folder, then click on the black and red EndNote icon. EndNote recommends Firefox for Mac users because it provides a dialog box that lets you tell the databases the path to EndNote. If you use Firefox instead of Safari, it is much simplier to export your database citations into EndNote.
If you don't do this set up, the exported files go directly into your download folder instead of into EndNote and all you will see is a text file, and you will need to take extra steps to get the records into your EndNote Library.
Chrome also require some adaptations to work in the same way as Firefox. The Safari Browser comes with all Apple products, but it does not work seamlessly with EndNote.