Unfortunately, no. There are many additions/enhancements which have been suggested to the footnotes feature. It has been sadly neglected since it's initial release.
Is there any other way?
The quick answer is no, ID's automatic footnotes make each one a separate paragraph. If you really want all the footnotes to run-in together you can put them in a separate story that you run across the bottoms of the relevant pages. Peter Kahrel offers some very useful tips and scripts.
However, running footnotes together may make it harder for the reader to find one in the middle. If what you really want is to put two or three short footnotes on one line, you can define special paragraph styles for the second and third that indent to the appropriate point and then set the leading to zero causing the 2nd and 3rd footnotes to overlap the fine for first footnote.