Override CListCtrl with CYourListCtrl and override PreTransLateMessage with something like that:
Code:
BOOL CYourListCtrl::PreTranslateMessage(MSG* pMsg) 
{
	if( pMsg->message == WM_KEYDOWN )
	{
		if(pMsg->wParam == VK_RETURN)
		{
			::TranslateMessage(pMsg);
			::DispatchMessage(pMsg);
			return TRUE;		    	// DO NOT process further
		}
	}
	
	return CListCtrl::PreTranslateMessage(pMsg);
}