If you have a word immediately followed by a footnote (or marginal note) inset, place the cursor after the word (but before the inset) and press "Index Entry" -> The word *and* the footnote text is inserted as Index entry!
E.g.: Foo*[footnote: footnote text bla] is indexed as "Foofootnote text bla" (* means the cursor) Cheers, Jürgen. (Haven't checked recent CVS, but there's no bug in bugzilla AFAICS)
