Short Answer:
with margin set to auto
<html>
<head><title>Your Title</title></head>
<body>
<div style="width:600px; margin:auto; border:1px solid red">
</div>
</body>
</html>
Long answer:
You might want to set an id for that div, and give appropriate css selector with the rules rather than using inline style like that.
Also, for that to work correctly in ie 6 and 7, you need to give the doctype declaration, otherwise it won't work because ie will work in quirks mode
http://www.satzansatz.de/cssd/quirksmode.html
So the complete answer should look like
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"
"http://www.w3.org/TR/html4/loose.dtd">
<html>
<head>
<title>Your Title</title>
<style>#container { width:600px; margin:auto; border:1px solid red }</style>
</head>
<body>
<div id="container">
</div>
</body>
</html>