Even though Macs have only one keyboard key for it, there is a difference between (carriage) return and enter. I need to type an enter (not return) into a field (it's a macro utility, and there's no ability to enter ASCII codes).
I know there used to be a way to do this (maybe it's because I used to have a keyboard with a numeric keyboard where the Enter key sent an enter command) but I don't have a full-sized keyboard anymore. On my MacBook Pro keyboard, the return key has an "enter" label, too (in smaller type above "return") and I thought I might be able to use a modifier key (Shift/Option/Command/Control), but that doesn't seem to be working.
Best Answer
Besides Canadian Luke's correct answer above, I discovered a kinda kludgy way to do this as well, and it should work whatever keyboard (or lack thereof) you have. From the Input menu (enabled† by setting Show Keyboard & Character Viewers in menu bar in the Keyboard system preference), choose Show Keyboard Viewer.
Then, in the "virtual" keyboard palette, click Fn; you should see the icon on Return change to an icon looking roughly like a "K" turned 90°. That's the symbol/icon for Enter.
† For OS X versions earlier than Lion, the input menu is enabled by setting Show input menu in menu bar in the Languages & Text system preference) and then choosing Show Keyboard Viewer.