There's a few ways.
One way is display:inline as the other posts mention
Another way is float:left;
edit: more detail! try this out in a page
<style>
/* style 1 */
div.nav1 ul li
{
display:inline;
border: solid 1px black;
padding: 10px;
margin: 10px;
list-style-type: none;
line-height: 4em;
}
/* style 2 */
div.nav2 ul li
{
float: left;
border: solid 1px black;
padding: 10px;
margin: 10px;
list-style-type: none;
}
</style>
<h1>using display: inline;</h1>
<div class="nav1">
<ul>
<li><a href="#">inline</a></li>
<li><a href="#">inline blah bla</a></li>
<li><a href="#">i am not so neat on</a></li>
<li><a href="#">inline</a></li>
<li><a href="#">wrapping and I probably</a></li>
<li><a href="#">inline</a></li>
<li><a href="#">need a bit of work and tweaking</a></li>
<li><a href="#">inline</a></li>
<li><a href="#">the "line-height" css property</a></li>
<li><a href="#">inline</a></li>
<li><a href="#">to make me wrap better</a></li>
<li><a href="#">inline</a></li>
<li><a href="#">also notice how i tend to break a line up into .. two. see? make your browser narrow.</a></li>
<li><a href="#">inline</a></li>
</ul>
</div>
<hr />
<h1>using float:left;</h1>
<div class="nav2">
<ul>
<li><a href="#">floated left</a></li>
<li><a href="#">i tend to behave</a></li>
<li><a href="#">floated left</a></li>
<li><a href="#">better for wrapping</a></li>
<li><a href="#">floated left</a></li>
<li><a href="#">when the list</a></li>
<li><a href="#">floated left</a></li>
<li><a href="#">reaches the edge of the page</a></li>
<li><a href="#">floated left</a></li>
</ul>
</div>