Overriding / formatting wp_get links differently?

By default, the wp_get_archives() routine formats each item as a <LI> link </LI>

I’m interested to have the format:

< style=’mystyle’ a href=””> LINK </A> <BR>

I read the wp_get_archives api, and even with custom, i don’t see how this is acheivable.

p.s. I used the following format (is there an error)
<?php wp_get_archives(‘daily’,”,’custom’,’xx’,'<BR>’); ?>

and my links still had unordered list format…???

Thanks a lot, WordPress rocks!