Thanks Charles,
I had already tried that - it does the same thing, i.e. no-thing.

Further suggestions are welcome.

P.S. it does the same whether or not wildcards are selected.
P.P.S - I've tried it on newly created footnotes in a new document as well, so it doesn't appear to be a problem specific to one document. I'd be very surprised if I'm the first person in history to notice this issue. There's bound to be a fairly straight-forward answer.