To insert a return in your IM:

1. Hold down the control key (Ctrl) while pressing Enter. Easy!

You can also change your settings so that pressing the Enter key will always insert a carriage return, rather than sending your message: Here's how:

1. Click the Messenger menu in Yahoo! Phone OutYahoo! Messenger.
2. Select Preferences.
3. Click the "Messages" category.
4. In the "Pressing Enter in a message window:" section, enable the option "Inserts a new line in the message."
5. Click OK at the bottom of the window.

Keep in mind that with this setting, you'll have to click the "Send" button with your mouse in order to send your messages.