1) did you consider direct export to the MXL-based format of EXCEL 2003/2007. In case you use Excel 2000/2002 Microsoft download page has a 'compatibility pack' so that those old versions can read it.
2) If for some reason you want to use .csv .. well — best if you attached a small sample table dump so that we can se the problem!
In both cases: if there is a linebreak in the MySQL data there will also be in the exported file. That is basically the purpose of export: to create a copy in the new format as close to the original as possible!
However I think with the .csv-format you can 'search and replace' in and editor and replace the 'rn' sequence with a or t ( = 'tab') for instance to remove the linebreak.
Of course similar substitution is possible in the XML format as well.
Now — please attach:
* a small table dump
* a CSV exported from the table
* screen shot of you export settings
* screenshot of how you want data to be in Excel
