Conversion of \n to \r\n

I am currently using PostgreSQL 7.02 and unixODBC driver 1.8.7 driver on an
HP-UX 11.00 system.  I have a question on the storing and retrieving of text
fields with new lines encoded as \n.  

When I store the following string 

Hello\nWorld

and then perform a query against the row, I get back

Hello\r\nWorld

I was expecting to get

Hello\nWorld

Is there an attribute in the connection that must be set for this to work?
Or does the driver require recompilation?  Or is it that this is just how
standard SQL works?

Thanks for your help,

Scott Saltsgaver
scottsa@aiinet.com