I'd agree.  Reading documents and books with long footnotes, I've never felt
the need for a Footnote Continuation Notice.  Also note that if the notes on
the next page begin with a continued note, you get a Footnote Continuation
Separator (line all the way across the page) instead of a Footnote Separator
(short line) which seems plenty of notice.

But conceivably your doc is not saving this because of corruption....

The first way to check for a corrupt document is to
copy the entire thing, *excluding* the last paragraph mark, into a new
document. That last paragraph mark holds a lot of information which can get
corrupted, and copying the text into a document with a fresh one keeps your
formatting, but can fix some glitches.

A paragraph mark is a gray ¶.  Click on ¶ on the standard toolbar to show
nonprinting characters, including paragraph marks.

See this link for further info:

http://www.mvps.org/word/FAQs/AppErrors/CorruptDoc.htm

DM

Thanks for the response - actually I figured it out, so
if this is useful to anyone: I am using Word 2002, and
the problem is the Master Document mode - the footnote
continuation notice fails in master mode, but succeeds
when copying the doc back into one long doc. (the
character of my refs means its useful since they are not
just sentences!)
animacule