Pues si que funciona con <nobr> pero da un error al validar el HTML
Line 301, Column 50: element "NOBR" undefined
<li><a href="http://www.guiadelocio.com/"><nobr
>GUIA OCIO</nobr></a></li>
✉
You have used the element named above in your document, but the document type you are using does not define an element of that name. This error is often caused by:
* incorrect use of the "Strict" document type with a document that uses frames (e.g. you must use the "Frameset" document type to get the "<frameset>" element),
* by using vendor proprietary extensions such as "<spacer>" or "<marquee>" (this is usually fixed by using CSS to achieve the desired effect instead).
* by using upper-case tags in XHTML (in XHTML attributes and elements must be all lower-case).
Gracias a todos por responder.