My advice? Don't even try. Anybody with half a brain should be able to tell
when a footnote/endnote is continued onto the next page. If you're really
concerned, you can format the note as "Keep lines together" so it won't
break. The problem with the notices (when you get them to work) is that
they're flaky. I can't remember whether the problem was that space is
allowed for the notice on every footnote (whether it needs it or not) or
only that you can't ever entirely get rid of them (even if you opt not to
use them after all, Word still allows space for them), but I tried only
*once* to use this feature and quickly abandoned it (and the document, since
it was unusable after the experiment).