Putting this in your .vimrc will cause one enter keystroke to close the popup and enter a newline:
" <CR>: close popup and open a new line.
inoremap <silent> <CR> <C-r>=<SID>my_cr_function()<CR>
function! s:my_cr_function()
return neocomplcache#smart_close_popup() . "\<CR>"
endfunction
Or try one of the other snippets in this issue: https://github.com/Shougo/neocomplcache.vim/issues/88