This is a Macintosh problem caused by your browser not using a File Type (which should be TEXT - must be upper case), and EndNote getting confused because it can't see the File Type.
Open the saved file in either SimpleText (OS 9); or TextEdit (OS X, in Applications) and then save the file again. The file should now have TEXT as file type and EndNote can import it.
Answers
This is a Macintosh problem
This is a Macintosh problem caused by your browser not using a File Type (which should be TEXT - must be upper case), and EndNote getting confused because it can't see the File Type.
Open the saved file in either SimpleText (OS 9); or TextEdit (OS X, in Applications) and then save the file again. The file should now have TEXT as file type and EndNote can import it.