Are you using v23?
You'll need to read up on UCS (User Coordinate System) and how to use it. The quick approach is to use the Layer/UCS/Post manager and select the Side View (Y/Z) UCS. Then simply create your circle, use the Extrude Curve option to extrude the arc along the X axis.
When you're done, select the Top (X/Y) view and you'll see that your cylinder is oriented along the X axis. By using the Y/Z view to create the geometry you've effectively swapped the X axis for the Z axis so functions that work in that dimension are now operating in the X instead.
I'm not an expert at this, and I still find it confusing at times - but it's a powerful way to create geometries. There is a section on the training videos that goes into detail on this.