For PCs: After downloading the updated “EndNote Import” filter from the above link, copy the “EndNote Import.enf” file from downloads folder and paste in the location: C:\Program Files (x86)\EndNote X9\Filters. (For further instructions, see "For Everyone"..)
For Macs: From the Finder icon, open up Applications and select the EndNote X9 folder.. Drag the Import Filters from your Downloads, into the Filters folder that is currently displayed in the EndNote X9 Applications window.
For Everyone: Note: You will get a prompt to replace the existing EndNote Import filter, please click on “Yes” and replace it. Once done, close and reopen the EndNote program and then try to import the .enw files.
(Thanks for these instructions to Loma Linda University Libraries, EndNote guide)