Dear Tormis,

you are definitely on the right track: the ".txt" file you obtain via the "Export" button is in fact formatted following the "RIS" standard. From within EndNote, you should be able to import it directly (file\import, choosing the "reference manager(RIS)" Import option).
RIS represents a sets of rules on how to "tag" different fields (Title, author, type, etc.) within an ordinary text file. The ".ris" extension is neither required nor particularly useful (we frequently do look inside RIS files with simple-text editors such as notepad).

In case this doesn't work for you, you may try renaming the files exported from "filename.txt" to "filename.ris", in this way Windows (or better, the operative system) will "know" that the file should be handled by EndNote, but it is by no means necessary, it is just a handy trick.

I hope this helps,

Sergio