Thanks Mark /Mick. It does help – Luvly Jubly indeed.
It does indeed work OK when keying in a new entry, but my problem was editing existing ones.
But following your advise, I now realize that I needed to reset the text in the cell, then hit return. However, I was just putting the curser at the beginning or end of the existing word then hitting Return, which had the effect of just highlighting the next cell down, in much the same way as hitting the tab key.
Your last paragraph has me puzzled. In edit mode, clicking in a multi-line text field highlights it all but clicking again puts the cursor in (say at the end of a line) and pressing return creates a blank line. Does that not work for you?
After messing about for a while, I think it is getting a little clearer. It appears that in the top address cell (Street) it will do as you say, that is, create a second or third line. But in the following cells, City, County etc. hitting Return takes you to the next cell.
I guess that this is logical, as there is no need for more than one line for: City, County, Postcode and Country.