They are two different control characters. Newline, sometimes called Linefeed, is Ctrl-J and Carriage Return is Ctrl-M. In DOS/Windows, text file lines are terminated with a CR/LF combo. In Unix, they're ended with a LF, and in MacOS 9 and prior, they're ended with a CR. Other OSes, I'm sure have similar combinations.

This all harkens back to the day when computers were controlled via teletypes, which were essentially automated typewriters. A carriage return caused the carriage (they part that printed the characters) to return to the left of the page. A line feed caused the paper to be forwarded one line. So to start a new line, you had to both feed the paper and get the carriage to return.

You can still see vestiges of this in printers. Those printers that accept plain text files for printing expect to see both a carriage return and a line feed. This crops up often in Unix printing, as if you forget to convert your text files before printing, you get what's called the ``stairstep effect'', wherein one line is printed, a linefeed is sent without a carriage return, and the next line starts printing where the first line ended, except on line down, so it looks like:

This is the first line

                      This is the second line

                                             And the third