Hmmm. Well, technically the browse isn't splitting the column data into ROWS. It's just the way html works. If the browser is wide enough (unless you have specifically set the column width) then the column will show one line all the way across. But if the browser width is smaller and smaller, then the column widths will automatically shrink.
But they are definitely not splitting into table rows.
BUT .. an answer to your question is:
In the column template dialog, there is a checkbox for "Allow xHtml in Header".
If you tick this you can use html in your header.