Well, as of now it would look fine, but when you are actually adding the items to it, you may face some problems.
Following snippet might help you in achieving same using JavaScript (you can replace a bit of code with jQuery)
Code:
<div id="glossary"></div>
<script type="text/javascript">
function loadGlossary(id) {
var obj = document.getElementById(id), temp;
for(var i = 65; i <=90; i++) {
temp = document.createElement('A');
temp.innerHTML = '&#'+i;
temp.href = '#';
obj.appendChild(temp);
temp = document.createTextNode(' | ');
obj.appendChild(temp);
}
}
loadGlossary('glossary');
</script>