Hi,
you could probably program that feature if you wished but Mach4 natively treats an <Enter> as a new line in a multiline MDI file.
If you had a physical button that had the function <MDI Cycle Start>, that would allow you to type your MDI code and run it just by hitting the button, as opposed to <Enter>.
You could alternately use the Keyboard plugin and assign the <Enter> button on you keyboard to mean <MDI Cycle Start>, although then you'll almost certainly hit <Enter> ay some stage
and will accidentally trigger movement from your machine when you are not expecting it. I could not recommend that even if it does work.
Craig