I have yet to find a way to do it in the wizard. You can set the width per item, or 'all', click 'apply', and it looks great in the wizard preview, widths are as you set them. Finish and close the wizard, and the width does not 'take', reverts to what the wizard wants you to have.
I spent a couple of hours on this, creating, editing, saving, saving as new preset, - all to no avail.
I end up hand-coding the css in 'menu.css' - (ul#cssmw_content > li > span > a) etc. - Too much trouble for my liking. Hopefully someone will provide the answer.
Now I delete the menu created by Site Assist, and create a new one with CSS Menu Writer. That one I can edit and the changes 'stick'.