I have a similar problem...
I have tried "Use <br> for return" option and whenever I go back to edit the text and click on the "source" button, the content is wrapped in a <p> tag.
I can delete the opening and closing P tags again, and the text displays as I want it in my page, but if I edit the text again and click on the "source" button again the P tags come back and I have to delete them again. Very annoying.
Is there a way to get around this once and for all?