Once the program is running, it's dead simple. Select Open, pick a .bib file, then select Save, enter filename (.xml), exit. If there are bugs in the BibTeX file, or if some things can't be converted to EndNote (e.g. keywords), then warnings will appear in the left pane. You can preview the XML in the right pane.
To import it, open EndNote, choose Import... (File menu) and select "EndNote generated XML" from the options. Then find the xml file you saved. The XML format is that used by EndNote 7, which EndNote 8 and 9 seem to understand fine. I can't guarantee it will work for other EndNotes because, frankly, EndNote's XML parser is crap (e.g. it is sensitive to the order of fields within each entry).