You can change line heigh if you wish, but I'm not seeing a difference in font size. The link and regular text are all at 11px. If you want to change the line height, I would suggest to do it as inline CSS from the HTML tab in the post editor as it would be somewhat difficult to isolate that particular text in the CSS.
As far as IE, this is just one of the plethora of reasons web designers dream of the day IE will be just a "footnote" in a web history book.
One other possibility would be to set a "class" in the CSS and format footnotes just as you would want them. Then for a footnote, you would wrap it in p tags and declare a class (if it was only one paragraph) or in divs with a class declaration if more than one paragraph.
Let me know what you want to do.