Maybe something like
Code:
Sub Macro1()
Dim oRng As Range
Dim strText As String
Dim i As Long
Set oRng = ActiveDocument.Range
i = 1
With oRng.Find
Do While .Execute(FindText:="\[\[(*)\]\]", _
MatchWildcards:=True, _
ReplaceWith:="\1")
ActiveDocument.Footnotes.Add oRng, CStr(i), oRng.Text
i = i + 1
oRng.Collapse 0
Loop
End With
lbl_Exit:
Set oRng = Nothing
Exit Sub
End Sub