[texhax] Marginal note alongside footnote

[N.J.I. Mars]

Dear TeXers,

In a LaTeX document, I use \marginpar tot get marginal notes. I would like 
to create similar marginal notes alongside some of the footnotes as well. 
However, use of \marginpar inside \footnote leads to the error message 
'float(s) lost'. In the FAQ I find this problem mentioned (one cannot use 
one float (marginpar) within another float (footnote)), but not a solution. 
So, my question is: How do I get a marginal note alongside a footnote?

Thank you for your time.

Nicolaas Mars