problem with EOL conversions

[Jeffery B. Rancier]

Hello.
I have a DOS file which was FTP'd ASCII, and changed the EOL from
0x0D 0x0A to only 0x0A.  From the menu, I run Edit->End of Line
Conversion.  I see the bullet on Unix, which corresponds, I then hit
'D', and I get the message in the minibuffer:

,----
| Coding system changed from binary to nil.
`----

I attempt to save, and it goes right back to Unix format.  I use 

C-x RET \

and the message I get is:

,----
| Coding system changed from nil to undecided-dos.
`----

I attempt to save, and Emacs again saves it in Unix format.  If I run
M-x set-buffer-eol-conversion-dos, Emacs declares:

,----
| Coding system changed from binary to nil.
`----

And yes, it's saves in Unix format.  I can certainly run unix2dos, but
EOL conversion has never been an issue before.

Anyone have any hints to what's going on here, and what I've done?
-- 
Thanks,
Jeff