Unfortunately, I don't think it's possible in a dialog.
I tended to use two dialog entries, one for each line. For instance, the text in the white box here:
[img removed]TBGshot4Circled.jpg[/img]
Is actually two separate resource entries. I couldn't work out how to make it use the nextline character.
Are you able to use a work around to get the desired effect you're after?