Some reference managers export bibliographies to BibTeX, but they do not add cite keys to the references. Unfortunately, BibDesk will fail to open such files, and will display an error message when you attempt to open them.
To work around this problem, you can use BibDesk's "Open BibTeX Using Temporary Cite Keys..." menu item, found under the "File" menu. This uses a regular expression to replace empty cite keys with a temporary key in a new BibTeX document. Make sure the file has a .bib file extension.
After opening the file, the items for which a temporary cite key was generated are automatically selected. At present the key `FixMe' is used, in case you need to search for it manually. Proper cite keys for these items should then be generated using "Generate Cite Key" from the "Publication" menu. You will be offered the choice to do perform this action immediately.