Custom EnterMode settings for fckeditor

Can anyone tell me how can I change my EnterMode settings for fckeditor (installed with wysiwyg module)?

I guess while using fckeditor module, the settings can be changed by going to:
Administer, Site configuration, FCKeditor settings, Advanced, Edit, Cleanup and Output.

But I cant seem to find this with WYSIWYG module.
Right now it enters p tag when I press enter.
All I want is that the editor inserts 'br' tag with EnterMode and 'p' tag with ShiftEnterMode.