Several times in the past there have been comments about the "footnotes" in UFT actually being "endnotes", which are collected at the end of the document (or sometimes at a specific spot you select in your document). Some users would like real footnotes, at the bottom of the page they are related to.
Word 97 has a specific button to make the change: Insert/Footnote/Options/Convert. WordPerfect 8 has a macro "Endfoot" which will do the same thing. I believe this has been around since at least WordPerfect 5.1. If you don't like the spacing, you have some control of the formatting - check the Help on Footnotes.