Nearly every rich editor on Earth behaves and has behaved this way -- creates a paragraph break on ENTER and a line break on SHIFT/ALT-ENTER. I've never seen anyone get confused over this until now.
Really? it's the first time i've heard of it. It never crossed my mind to try shift+enter. I did know of shift+enter / alt+enter being used for extra functionallity in some programs though like craptastik windows live messenger. (That program also doesn't follow the guide lines btw)