Help installing Endnote

I just bought Endnote today from uni and they guy gave me the one for a mac. I've tried installing it but it doesn't seem to be working.

I inset the CD, then click on it.
It loads up and unlocks it (or it does whatever it is it does)
Another window pops up and says to drag the endnote folder into Applications to install it.

Problem is, there doesn't seem to be a folder anywhere.

Please Help?!!!