Unix, DOS/Windows, and MacOS all store text files in different formats. You the end user are interested in text and where the line ends. But the OS needs to store the line end as a character, which is unlike how the user thinks of it. Each of those OSes uses a different character (or sequence of characters) to mark the end of a line.

Exactly which one was used depends on the OS and editor used. Your description of all the line splits disappearing makes it sound like it was created on a Unix machine and transferred to your Windows machine.

You can create and edit Unix-style text files on a Windows machine with the right editor. UltraEdit that Tony suggested is one. My favorite is vim, but it's a vi clone, which means it isn't beginner-friendly. But it's free and will do what you need, transparently, if the file already exists.

Edit: You might also want to check out EditPad Lite. It's also free and will do the right things.