I guess that "myStr" is an object of type String, in that case, this is not regex.
\r and \n are the equivalents for CR and LF.
My best guess is that if you know that you have an \n for EACH line, no matter what, then you first should strip out every \r. Then replace all \n with \r\n.
The answer chakrit gives would also go, but then you need to use regex, but since you don't say what "myStr" is...
Edit:looking at the other examples tells me one thing.. why do the difficult things, when you can do it easy?, Because there is regex, is not the same as "must use" :D
Edit2: A tool is very valuable when fiddling with regex, xpath, and whatnot that gives you strange results, may I point you to: http://www.regexbuddy.com/