Twentytwelve : wp_nav_menu goes crazy when custom menu

Hello, I don’t understand why my menu goes crazy when I use a custom menu (via Admin Panel -> Appearance -> Menus).

When I don’t use a custom menu (menu is generated with page titles), I have this :

ul
  li
  li
  li
ul

(see this image : http://hugovivier.free.fr/test-ok.jpg)

—

As soon as I set a menu in “Appearance -> Menus”, wp_nav_menu generates <a> everywhere in my UL list :

ul
  a
  li
  li
  a
  a
  li
ul

(see this image : http://hugovivier.free.fr/test-ko.jpg)

And that puts a real mess in my menus as you can see on the screenshots…

——

I am using a twentytwelve child theme (only for CSS. no PHP has been changed). And it does the exact same thing with twentytwelve.

——

Does anyone have an explanation ?

Thank you very much,
Hugo