If you are in a document based on Normal.dot (a Blank Document), the
Footnote Text style is automatically smaller (10 pt TNR as opposed to 12 pt
for Normal style). I suspect you may be referring, however, to the footnote
reference mark, whose format is governed by the Footnote Reference style,
which by default is superscript (which I believe is what you want).
When you create a footnote automatically (Insert | Footnote or Ctrl+Alt+F),
you will get this formatting with no effort on your part. For more
information on creating footnotes, see the Word Help topic "Insert a
footnote or an endnote."