The command "M-M" means "alt M". In fact, any command starting with "M" means the alt key. Some keyboards gobble up the alt key: in my case, on a Macbook Pro Retina, "esc" followed by "M" is what worked. More info here.
However, since your screenshot is showing [DOS Format]
as the current selection, the key combination you really want is "alt D" (or "esc" followed by "D"). That will toggle off [DOS Format]
so that you'll be saving your file with the default line-ending character (ASCII 0xA). Turning on [Mac Format]
will just give you a new set of problems.