um... they shouldn't. mysql_real_escape_string() should turn \r\n into \r\n because it escapes (prepends a \ ) the next character. The special characters, like \ * " ', all need escaping. So your \r\n shouldn't be rewritten as rn. My guess is, you might have a stripslashes call in there that does this.
Post some relevant code, and we may be able to help you further
~Brett