Option pricing with negative short-term interest rates

In countries with negative short-term risk-free interest rates, do you just use a negative "r" in the Black-Scholes formula, or do adjustments need to be made?

The Black Scholes world does not assume $$r>0$$. So, you can just plug in a negative number for $$r$$. Note that the lower $$r$$, the lower a call option price.