It's been a while since I've used it, but I thought that EndNote was able to directly export to BibTeX. If not, you can export to EndNote XML and then import using JabRef, BibDesk (Mac OS X), Zotero or Mendeley. Or you can upload to CiteULike and then download a converted BibTeX file to use locally.
The very nice thing about BibTeX is that it seems like everything is able to read and write to it. Now, if you were trying to import .doc files to LyX, that is a little bit more difficult ...
