I believe this is depends on what TERM you are
If you are using a graphical client like
MacVim then all the mappings will
work out of the box, but if you are using
Vim in the terminal, it is possible
that some of the default mappings won't work because your key
presses end up getting mapped to escape sequences and other
weirdness may happen.
You can try twiddling your TERM settings, but
generally the most straightforward workaround in this case is
just to set up your own mapping which works in your terminal.
Depending on how deeply you want to investigate, you can try
to find out what key sequence is actually being sent to Vim by
the terminal when you hit CTRL-<CR>. Or you
can just pick an alternative mapping that makes sense to you.
You can set up your own mapping with the
g:CommandTAcceptSelectionSplitMap setting. By
default, CTRL-<CR> and
CTRL-S are set to open the selection in a
horizontal split. You may find that CTRL-S works
already in your terminal.
I've just hit the same issue (using iTerm2 on OSX Lion). The
solution I've found (to getting the <C-s> combination
working) is to put:
in your .bashrc (or equivalent shell startup script).
Understanding this is beyond my comprehension of things tty,
but I got the info from the following thread where the same
key combo wasn't getting through to readline.