If you want just a break <br />, use shift-enter. But as noted above, if it is in middle of a paragraph which has been indented, it will go all the way to the left margin and be out of line with the first line.
For lists shorter than a line, you can do it three ways.
Define a class in css which you put on each line in your list, as suggested above, something like<p class="examplelist"> where the top and bottom margins are 0.
You can define a special class for the paragraph holding the whole list in which margin left is 0 and use breaks between items.
You can set the margins for all paragraphs as 0 then you will not get the behavior.
But the paragraphs will all be close to each other. Many consider this behavior desirable, and others not. Since you are doing it, you get to choose.