iriver says
here that it was version 1.21 that added support for links in ePubs (as well as searching in ePubs and PDFs). But in that version the Back button just took you out of the book. Now the footnotes in
20,000 Leagues Under the Seas work as intended!
Out of curiosity, why not update? Do the newer versions restrict rooting/hacking? I haven't dared to try running a script yet (I can't afford to brick a $100 device).