When in the HTML Editor field, the enter key should start a new paragraph, and shift + enter should create a line break.
What version of Power CMS Are you using?
you may need to update the CKEditor files. Go to the CKEditor Site and downloading the most recent version.
on this page:
click the CKBuilder button. From the presets list, choose Full.
in the skins section, select Kama.
In your DW Site, rename the webassist/ckeditor folder then copy the downloaded CK Editor file to webassist/ckeditor.
from the old webassist/ckeditor folder copy the ckeditor.php, ckeditor_php4.php and ckeditor_php5.php files to the new ckeditor folder.