GREP Description Finding Wrong Character

I'm in the midst of cleaning up a documet I imported from Word. My InDesign file has lots of blank lines and some page break characters. I'm using Grep to remove the carriage returns using the following:

Find what:

^\r

Change to:

(leaving this blank so it removes the ¶ pilcrow)

When I click Find Next, it picks up the returns but it's also picking up the page breaks too. Why would it pick up the breaks if it's not specified in my description? Is there a way to tell Grep to skip them?