Well, first let's see what the problem is: a bad keyboard, or a program that doesn't use Enter and Return interchangeably.
You can test the keyboard by using the Keyboard Viewer, which you activate by going into System Preferences -> International -> Input Menu. Then you can select Keyboard Viewer from the input menu, which is the menu near the right of the menu bar whose icon is a little flag. It will show you each keypress you make.
If Keyboard Viewer recognizes your keypress, then most likely it's the application -- some apps use Enter and Return differently.
tooki