If you are using 2003 you will need to print the first page with the
footnote. Then print all the remaining pages but changing the First page
number on the Page tab of the Page Setup box to 2 for the second printout.
If you are using 2007 tell Excel you want a Different First Page. The
feature is found most easily by change the view to Page Layout and then
clicking in a header or footer and noting the right side of the ribbon.