Normally that is not needed because this \n is "magical" - it handles <LF> Unix style "new line" and Windows style <CR><LF> "new line". If you write a "\n", it will write that platform specific type of "new line". When you read that file on the other platform, the other platform's "newline" is ok.
Update: For the folks who may not be up on the terminology... CR, Carriage Return is what \r is. LF, Line Feed is the character that Unix will write for "\n". Windows will write both for a "new line". As trivia, the convention for network transmission of lines of text (like over a socket) is the same as Windows, <CR><LF> that's true even on Unix system. Perl handles all this oddness in a very nice and magical way - basically the "right thing" happens (Do What I Meant).