Hmm, I've gone into the settings again, and see no option for it. I am running stock KD1 with the stock messaging app. In the new message (aka universal composer) screen, settings only lets me choose which services to show. In the all messages screen, settings gives me a bunch storage and options, but none are related.
I am familiar with the plain vanilla android messenger app's setting for send on enter, but the sidekick I got doesn't have that.
And you have a different Rom listed on your signature. Could that have a different messaging app than me?