Try this out:

Make sure you uncheck Isolate script field on the record.

function onLoad() {
var str = "5 - Exceeds" +"\n"+ "4 - Meets";
alert(str);
var controlID = g_form.getControl('u_review').id + '_fieldmsg'; 
g_form.showFieldMsg('u_review', str); 
document.getElementById(controlID).style.whiteSpace = 'pre-wrap'; 
callback(saveAndClose);

}