As others have mentioned, setting the width (or some other position-related property) of an inline element will cause the browser to then display the element as a block element. 
You can explicitly declare this sort of behavior through using the CSS display property. The most common settings are display: inline (default), display: block, and display: none. 
A full reference for the display property is available here.
However, it should be noted that the HTML 4.01 specification discourages the use of "overriding the conventional interpretation of HTML elements":
Style sheets provide the means to
  specify the rendering of arbitrary
  elements, including whether an element
  is rendered as block or inline. In
  some cases, such as an inline style
  for list elements, this may be
  appropriate, but generally speaking,
  authors are discouraged from
  overriding the conventional
  interpretation of HTML elements in
  this way.