If the gas is inside a container with fixed volume, the gas can't expand without breaking the container. In this case, raising the temperature of the gas will raise the pressure of the gas inside the container.
You can see why this is by looking at the ideal gas law (through the links posted by billnotgatez). The ideal gas law states that:
PV = nRT
So, if you increase T (temperature), then P (pressure) and/or V (volume) must increase as well in order to make both sides of the equation equal.