Design question: methods returning objects

Question

I have a general design question. When, in general (and why), should you have a method alter an object via it's methods but not return the object as opposed to doing the same operation in a method and then return it.
Consider the two below methods which do basically the same thing. When is one desireable over the other, and why?
Cheers--
public void setMyIntField(SomeObject pObj){
pObj.setSomeInt(5);
public SomeObject setMyIntField(SomeObject pObj){
pObj.setSomeInt(5);
return pObj;
}

Answer 1

Let me give a better example:
class FruitWorker{
  private void someMethod(){
    HashMap myCitrus = new HashMap();
    HashMap myTropicals = new Hashmap();
    // use my no return obj method
    addFruitProps1(myCitrus,
                   "tartnes",
                   new FruitProperty("very!" ));
    // use my return object method
    myTropicals =  addFruitProps2(myCitrus,
                                  "sweetness",
                                   new FruitProperty("little bit" ));
  }// end method
  private void addFruitProperties1(HashMap pFruitProps,
                                   String pProp
                                   FruitProperty pVal){
    pFruitProps.add( pProp,pVal);
  }// end method
  private HashMap addFruitProperties2(HashMap pFruitProps,
                                   String pProp
                                   FruitProperty pVal){
    pFruitProps.add( pProp,pVal);
    return pFruitProps;
  }// end method
}// end class