You have WP 2.7 if your admin screen looks like this:
Create extra space between two paragraphs
If you need to create extra space between paragraphs in the visual editor of WordPress, you cannot simply hit the ‘return’ key more than once. Here’s a simple way to solve the problem.
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Hello. This is good stuff, thanks. I’ve also found out an outstanding solution here: http://www.picker.it/tricks/space-between-paragraphs-in-wordpress.html
You won’t need to use any code (after you’ve made a simple change to your CSS file): just press Enter in the visual view, and you’re done.