Thanks for your reply.
The cursor goes to a blank space where the footnote used to be. That's why I
had tried deleting the entire paragraph, and then the neighbouring documents,
hoping that the invisible footnote number in the text would disappear as
well, but of course it did not. It just moved further down the document. (I
use footnotes extensively, and run into this problem only once in a while.)
However, since my posting, I opened the same document in Word XP. The
footnote is no longer there, and the rest are numbered correctly. Yet when I
re-save and re-open in my Word 2000, the footnote appears again!