Matching newlines in M-x rgrep?

[PierGianLuca]

Hi everyone,

I'm trying to do a regexp search across some files using M-x rgrep. The pattern 
contains a newline. With isearch-forward-regexp I would use

\$\$\(.\|^J\)*?\$\$

where "^J" is entered via quoting (C-q).

When I use this search string with M-x rgrep, however, I get the following 
error:

find -H . -type d [...] -exec grep --color=auto -i -nH --null -e 
\\\$\\\$\\\(.\\\|'
'\\\)\*\?\\\$\\\$ \{\} +
grep: Unmatched ( or \(
grep: Unmatched ) or \)

I believe it's simply because the shell's grep uses a slightly different regexp format 
(or am I wrong?). Searching for solutions online seems to suggest modifying how Emacs 
calls rgrep, possibly adding "-P" to it. So I tried to customize the 
grep-command variable, but I'm not getting anywhere.

Any suggestions, in general, on how to match a newline in M-x rgrep?

I'm on a Linux system.

Cheers!
Luca