You need to unzip the EndNote installation package before you run the installation file, otherwise you will be asked for a product key. When you download EndNote, it comes in a zipped package (endnoteX2win.zip). Simply right click on the package, select the "extract all" option and follow the prompts. This will create a new folder called endnoteX2win. Inside the folder will be an installation file (ENX2Inst.msi) and a license file. Run the installation file from the new folder to avoid being prompted for the product key.