EndNote can export to a text file (see
http://kbportal.thomson.com/display/2/kb/article.aspx?aid=110482&n=1&docid=84190) and you could then use a macro to turn the text file entries into the required XML format for Word. As examples, Word XML entries might look like what's in the attached file. As you'll see, the amount of XML can vary, according to the kinds of data you're importing.
IIRC, EndNote also supports free text that can be added as a comment, but Word's citations/bibliography tools don't.