I tried the following code but the footnote text is wrapped into the box. Anyway to put the footnote texts on the footnote of the page?
\documentclass{article}
\usepackage[framemethod=tikz]{mdframed}
\usepackage{lipsum}
\usetikzlibrary{shadows}
\definecolor{light}{rgb}{0.95,0.95,1}
\definecolor{darkblue}{rgb}{0.27,0.4,0.87}
\newmdenv[innerlinewidth=0.5pt,
roundcorner=3pt,linecolor=darkblue,backgroundcolor=light, shadow=true]{soa}
\begin{document}
\begin{soa}
The quick brown fox jumps over the lazy dog 1~\footnote{footnote text 1}
\end{soa}
\begin{soa}
The quick brown fox jumps over the lazy dog 2~\footnote{footnote text 2}
\end{soa}
\end{document}

BTW: The round cornered box solution comes from this post: How to construct a coloured box with rounded corners
mdframeduses a minipage, so the footnotes are inside themdframedbox – Mar 11 '15 at 18:16\footnotmarkinside the box and\footnotetextjust after the box. there may be side effects, and there are definitely complications if more than one footnote is inside the same box; i haven't tested it. – barbara beeton Mar 11 '15 at 20:37footnotepackage with itssavenotesandspewnotesworks to some extent. Only draw back is foot notes insideminipagehave their own counter that resets after the mini page. – Mar 12 '15 at 02:11