Marcus is right. They are called footnotes, they go at the foot of a page. It's one thing that is frustrating about InDesign CS3, even though they said they would fix this, for spanning columns, they didn't, I guess it wasn't important enough this time around.
One quick way I found was to export the text to RTF. Open it up in Word. Change all the footnotes to endnotes. And place back to InDesign. You will still have all the number references in your text, but all the notes are the bottom/end of the document. Now you can cut these out and place them anywhere in any frame, just make sure they are in a relevant position.
I'm guessing you want to put the footnotes in a column beside your text or something, as references rather than just at the bottom of a column or page. Footnotes certainly need a makeover in future versions of InDesign.
See my FAQ on this forum about how to register your request to Adobe InDesign's wishlist, through the Adobe site. The more people that request it the more likely is that they will make it a priority for future versions.
