Why does it do that???? It drives me crazy!!!!

Its like this. I merge a bunch of cells. I format wrap text so I can put some instructions in the box or something. Within the box I want to start a new line, so I hit return - but the darned thing doesn't start a new line it jumps out of the box! Aarrgghhh! Apart from just putting a line of spaces until it wraps, how can I start a new line of text inside a merged set of cells?
regards
Chris