PubMed has decided to join the bandwagon of databases that expedite moving references into citation management software.
Simply check off the references you want to move into RefWorks or EndNote®. Click the Send To button and select CITATION MANAGER. Click CREATE FILE:
Another box will pop up. EndNote® users can choose to open the file in EndNote®, in which case the references will then go into your EndNote Library. RefWorks users should save the file, then open RefWorks, click References, Import in Refworks, Browse to that file, then Import.
Give it a try!