Filters are files that translate the data that comes out of the database into something that EndNote can understand. In many cases, a database (for example, Medline) is available from several vendors, but the University of Michigan generally only subscribes through one vendor (in our example, Medline is only available through the OVID interface at U-M). You must match both the database and the vendor in order for the data to import correctly (in our example, you would choose the Medline(OVID) filter, and Medline(CSA), Medline(DIMDI) and Medline(Medscape), all of which do come with EndNote, wouldn't work).
Some databases have created a tool that automates the saving and filtering of citations; this is usually called export or direct export.
If direct export does not work, you will need to do the following: