Putting a footnote in a section heading, as in:
\section{Full sets\protect\footnote{This material due to ...}}
causes the footnote to appear at the bottom of the page where the
section starts, as usual, but also at the bottom of the table of
contents, where it is not likely to be desired. The simplest way
to have it not appear on the table of contents is to use the optional
argument to \section.
\section[Please]{Please\footnote{%
Don't footnote in chapter and section headers!}}
No \protect is needed in front of \footnote here because
what gets moved to the table of contents is the optional argument.