Are you aware of this new feature in EndNote X2? You can locate and store the full text of references from within your own EndNote library. This is more likely to work if If you have downloaded your record from Web of Science or from PubMed, and/or your record contains a DOI.

To try this:

From within EndNote, select the journal reference for which you would like to locate full text
From the References menu: select Find Full text
If a PDF of the article is successfully found it will be automatically downloaded and placed within the individual reference and with a paperclip
The PDFs are stored in the .DATA folder belonging to that particular library along with any other PDFs you have inserted into that library

We look forward to EndNote improving this feature.