You can also use the "\n" notation, I think this is a better way then pressing enter (because of encoding)
file_str_write(my_handle,"\n");

Edit: Ok, after reading I saw that it didn't work for you, Have you also take a look at the file with a "better" editor like Notepad++ ?
Because sometimes Notepad shows characters wrong. Anyway, if I use \n and open the file I have a line break.

Regards
TSGames