It depends on what you're using to view it. On Windows, line endings are \r\n (A carriage return and a linefeed). Just a \r is incorrect, but I don't complain if it works. Linux is just a \n, nuff said. I think IFI Loader's viewing thing wants a \r\n (or at least an \r) and the Hyperterminal just wants an \n... or maybe it was the other way around. It has nothing to do with c18 or mplab, it has to do with the client you're using to view it. c18 doesn't care what it's sending. =)
http://en.wikipedia.org/wiki/End_of_line