EDIT: Good, redesigned. An ugly hack, but hey, isn't LaTeX just a whole bunch of these?
Put the following in your preamble:
\let\myfootnote\footnote
\renewcommand{\footnote}[1]{\myfootnote{~
This will simply prefix the text of your footnote automatically without a break, so create a space after the note label at the bottom of the page. And it will not touch the footnote in the middle of the text, so it still works correctly just before punctuation.