Sort of. The body has to contain all of the elements so it will expand to do that. You can reshape it, to some extent, by controlling height and width. Play with that to see what happens.
It might be better for you to just wrap the entire contents in a <div> and shape that instead. That may be easier overall.
Also, you should get in the habit of using lower case for all your elements. HTML doesn't care but CSS does, XHTML does, as does a lot of stuff on the internet, programming stuff, and so on.
You need a doctype. Without one, IE will go into 'quirks mode' and all hell breaks loose. Make sure you use a modern, standards compliant browser to test in first. IE is NOT a modern, standards compliant browser. Use Firefox/Opera/Safari. Then check to see if IE manages to do it right.
Validate your html AND your css early and often to check for errors.
Much of that has an article under "Howtos" at the top of this page in hte html/css section.
Anyway....This should be what your markup looks like:
[html]
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01//EN"
"http://www.w3.org/TR/html4/strict.dtd">
<HTML>
<HEAD>
<meta http-equiv="content-type" content="text/html;charset=utf-8">
<TITLE>WBL Downloads</TITLE>
<style type="text/css">
body { width:700px; height:50px }
</style>
</HEAD>
<BODY>
<div id="wrapper">
<H1>WBL Support Documents</H1>
<P>Downloads</P>
<hr>
<b>Welsh Learning Aims Database</b>
<p>
(Zip file contains an access file with extension ‘.mdb’)
</p>
<p>
Download: <A HREF="WLAD.zip">WLAD.zip</A>
</p>
<hr>
</div>
</BODY>
</HTML>
[/html]
Note that I specified which "character set" you are using. You include the utf-8 charset, which is the one you should be using, but you need to declare it, as done above.