I am using Word 2003, and as I can't reproduce the problem, I can only offer these two suggestions as possible solutions
1. Remove all empty lines between footnotes.
Then modify the footnote text 'Style'. Can't remember the exact steps for Word 2000, so this is from Word 2003:
From the menu bar select - Format - Styles and Formatting. Find the style named 'Footnote text' and select Modify - then click Format and select 'Paragraph...' and in the 'Spacing' section, select 'After' and enter 6.
Now there will be space after each footnote, but it won't be a new line.
Try inserting a series of 'non-breaking' spaces.
This is entered by Ctrl+Shift+Space bar keys pressed together.
Word treats this as a character instead of a traditional space. It's also useful for keeping two words together on one line, when Word would normally separate them - one word as the last on a line and the other word as the first on the next line.
At the end of the footnote before the last one but on the same line as the footnote, with no space between the two footnotes, hold down the Ctrl and Shift keys and then press the space bar. Keep the space bar down until a new, apparently empty line appears. This series of non-breaking spaces will be part of the penultimate footnote, and will visually separate it from the last one.