Hi Olivier,
you can change it in:
modules/fckeditor/wb_config/wb_fckconfig.js
// specify HTML tag used for ENTER and SHIFT+ENTER key
FCKConfig.EnterMode = 'p' ; // allowed tags: p | div | br
FCKConfig.ShiftEnterMode = 'br' ; // allowed tags: p | div | br
It may be always a good idea to have a look for ...
config... files if one want to
configure something

Regards Bernd