citation in footnote disappears with IEEE output style

using EndNote X1 on Windows with Word XP

I’m using the default IEEE Output Style. When I insert a citation into a Word footnote, nothing happens. A citation doesn’t appear in the footnote and the bib isn’t generated at the end of the file. 

When I change Output Style to, say, MLA, and then format the bib,  the citation is created in the footnote and the bib appears. When I format the bib to use the IEEE style again, the citation disappears and so does the bib.

This is probably related to the way the output style for IEEE is defined in terms of footnotes. Why would that be? Is it that the IEEE output style doesn’t  support having citations in footnotes?