Actually, it is a Windows issue.
Since I assume you were viewing in Notepad,
which uses the Windows default CR/LF to determine a line break. It will show you funky chars for the *nix LF linebreak since notepad doesn't understand just a line feed.
Your php editor seems to (as most would) transparently handle the display for you while maintaining the LF line breaks.
I'm sure you'll notice that when you close the file, it will prompt to replace the line breaks with CR/LF.
I would keep it as LF, since that is just good practice, especially when dealing with Perl Scripts.