Are ISI EndNote Macros enabled in your Microsoft Word Installation?
Tick the box: Always trust macros from this source.
Click the button: Enable Macros
How To Check That ISI Macros Are Enabled
In Microsoft Word, under the menu path: Tools / Macro / Security
Click on the Trusted Sources tab.
"Institute for Scientific Information" should appear in the list of trusted sources.
The check box "Trust all installed add-ins and templates" should be ticked.