imap <c-j> <c-o>J
then hitting ctrl-j in insert mode will be
like hitting shift-j in normal mode.
Suresh has the mapping idea correct, but just a small caveat
regarding the choice of <c-j> as your mapped key: control+J
is a line-feed...on some operating systems <enter> sends
control+M, sometimes it sends control+J. In the latter
case, this may cause undesired behavior such that when you
hit <enter> to *add* a line, you end up *joining* instead.
Otherwise, it's the right sort of mapping. You can just
choose another key if it gives you trouble:
imap <f4> <c-o>J
-tim