open (FH,'>',"linefeed.txt");
# binmode FH;  # I have added this line
print FH "This is  a line\r\n"

__END__
This is  a line^M  (viewed under gvim on win XP SP 2)


##</code><code>##

This is  a line (NOTE: no ^M)<p>


##</code><code>##

perldoc -f binmode
On some systems (in general, DOS and Windows-based systems) binmode() is necessary when you're not working with a text file.  For the sake of portability it is a good idea to always use it when appropriate, and to never use it when it isn't appropriate.