But if that's not what you're looking for, you need to write your list code so that there are no line breaks in it.
And, start your list with an </p> and end it with a <p> (because with paragraph breaks on, your post will start with a <p> and end with a </p>)
Sample post:
CODE
.....and here's my list:</p> <ol><li>first item <li>second item <li>third item </ol> <p>What do you think of that?
Does that help?
Brenna