There are different "formats" for text files in DOS and UNIX (actually, it's the characters that are used to distinguish the end of line (EOL) termination). DOS uses a CR+LF (that's Carriage Return and Line Feed), while UNIX just uses a LF. Without the CR, Notepad will fail to "push" the new line down the the next line. I use
Notepad++ in Windows, as it recognizes many formats, and will convert on the fly. Most Linux programs do the same, so you usually don't see a problem there...
If installing software in Windows is not an option, you should have the console programs
dos2unix and
unix2dos, which will convert the files back and forth for you...