Exporting

Towards the top-right of the bibliography page you'll notice a tab marked "export bibliography".  Clicking on it takes you to an export page which allows you to write out the entire bibliography to your local filesystem .  An alternate route to this page is via the "actions" pull-down menu item "export".

At present, the export tool is rather limited - only BibTeX format is supported, you can only output the whole list of references at once, not a subset, and the output filename can't be changed from the default "bibliography.bib".  Nevertheless it's pretty useful.

Conversion of BibTeX to EndNote format

Several free tools are available for help you get the exported BibTeX file into EndNote.  For example: a Java program called bib2endnote.jar seems to do the job well.  Since it's written in Java,  it presumably works on any platform, but will require JVM to be installed.  See the authors' web site for more detailed information (local copy).  Briefly, all you need to do is run the program, open the BibTeX file, check for errors, and save to an XML file.  Then start up EndNote, create a new library, and import as an "EndNote Generated XML" file.

Miscellany

You may also find the FAQ/HowTo on EndNote provided by this Wiki at UCD useful for handling bibliography import/export (local copy).