If you would like to make the Enter key behave like most other HTML editors (Dreamweaver), change the config as below. For some reason, the expected behaviour is reversed in Kentico's installed version.
/CMSAdminControls/FCKeditor/fckconfig.js
FCKConfig.EnterMode = 'p' ; // p | div | br
FCKConfig.ShiftEnterMode = 'br' ; // p | div | br