If you insert your footnote directly after the text you want to refer to,
*inside* the table, it should appear at the bottom of that page, not after
the table.

If this is not working, make sure that you are really inserting a footnote
and not an endnote (scrutinize the Insert Footnote dialog box).

If the footnote is showing up on the next page, or seems to be hopping
around, see this page for reasons why a footnote might get pushed to a
different page than its reference number:
http://word.mvps.org/FAQs/Formatting/FootnoteOnDiffPage.htm

If neither of those helps, post back.

DM