Just to add to my last comment...since I know for sure now :)...the hobbits wore prosthetic feet (I know I spelled that wrong) that they had to wear at all times in case their feet were accidentally caught on camera. I read an interview with Elijah Wood and he said they would beg Peter Jackson to let them go without the feet but they were told no way. So I think it was just your imagination :)
I'm pretty sure than the guys playing the hobbits didn't wear shoes during the filming because I saw an interview with Sean Astin (Samwise Gamgee) and he said that he'd been barefoot and stepped on a stick that cut his foot open...so I'm fairly sure they were barefoot.
first of all, if you watch one of the special features from the extended version, Peter Jackson says that he made the hobbits wear the feet every day they would be filmed. And it says they counted how many days they wore them but their feet weren't even in the shot. It was something like 200 days or something.
second of all, who the hell cares if its a shoe or his foot anyway?
(but its clearly just the hair on his prosthetic foot, along with his shadow)
On the commentary, Sean Astin said that on fifty separate days of filming, they had to put on the prosthetic feet and there weren't any shots of their feet on camera, so I wouldn't be surprised if Peter Jackson actually did make them wear the feet all the time.
As for the snow shot, it was filmed in a studio with a blue/green/whatever screen. That's also in the commentary - apparently it was really warm in there.
I have not seen the scene you are talking about, but i know that the actors wore 'shoes' when they were not filming, because when the prosthetic feet got wet they stunk and the glue melted. Mabye the shoes on because they thought their feet would not be seen.
I think I know the scene this slipup is talking about. The green field scene right after Sam and Frodo cross the waterfall after Gandalf gallops off to find Saruman. It's a hard camera angle to be sure about, and Frodo's legs only come up above the grass for split-seconds, but it does appear his feet are a darker shade than his legs. This might be shoes, but it might be just shadow or dirt on the prosthetic feet.
I can't imagine Jackson would make the Hobbit actors ALWAYS wear the fake feet, if their feet wouldn't be visible to the camera. What about the snow scenes? Then again, maybe I'm wrong and Jackson's a slave driver. LOL.