Records from the PubMed database at http://www.ncbi.nlm.nih.gov/sites/entrez/ can be saved as a text file in Medline format and then imported into EndNote using the standard PubMed (NLM) filter.
See CSU EndNote FAQ page at http://www.csu.edu.au/division/library/research/endnote/faqs/endnotefaqs5.html#pubmed for details