I'd use something like the following (I'm pretty sure my use of an XHTML <a> tag should be fine :)
<p>
Something <small><sup>[href://#note1|1]</sup></small> should be workin
+g here...
</p>
<hr />
<p>
<a name="note1"></a>
<small><sup>1</sup></small> I don't know what something is, but ok.
</p>
Something 1 should be working here...
1 I don't know what something is, but ok.
update: since everyone seems to be saying the one-way anchor tag is a bad idea, etc etc, I have revised it to simply include the closing a tag.