The workaround for this is so clumsy that you may well decide it is not
worth it, but if you must combine footnotes with columns and insist on
full-width footnotes (and especially if the multicolumn section is part of a
primarily single-column document), here's how to solve the problem:
1.Insert the footnote in a single-column section as close as possible to the
desired location of the actual footnote reference mark (so that the footnote
will be on the same page and in the correct order).
2.Where you want the footnote reference mark, insert a cross-reference to
the number of the footnote you just inserted. In Word 2003 and earlier, do
this with Insert | Reference | Cross-reference | Reference type: Footnote;
Insert reference to: Footnote number (formatted). In Word 2007, the
Cross-reference dialog is accessed via References | Captions |
Cross-reference or Insert | Links | Cross-reference.
3.Select the actual footnote reference mark (in the single-column text) and
format it as Hidden (Ctrl+Shift+H).
From: http://word.mvps.org/FAQs/formatting/UsingColumns.htm