Biblioscape User Community

I have followed the instructions in the help file which state, "

If your citation database provider refuse to add Biblioscape support while they provide a button for direct import into EndNote, you can go to menu command "Tools | Options" in Biblioscape. Select the "Import / Export" tab, click on the button "*.enw with Biblioscape". Now if you click download to EndNote button on your citation database provider's web site, the selected records will be automatically imported into the current folder in Biblioscape no matter EndNote is installed or not on your computer. We also provide a button "*.enw with EndNote" for you change the association back to EndNote if you decide not use Biblioscape anymore."

However, the reference is not importing.  On the webpage (EBSCOhost - PsychArticles) I click "Direct  Export to EndNote, ProCite, or Reference Manager.  After I click "save"  a window opens up like I am downloading, then I get a new little window that says "Chose Destination" and "Export to" and it has a blank white space, but no choices.  Looks like I am supposed to make a choice and click "OK." 

Any idea what is wrong?