Add spans to generated menu

Hi,

I want to have the resulting code:

<li><a href=""><span>link title</span></a></li>

I have generated the menu and require the <span> to be inserted.

I have seen posts on here for editing post-template.php and inserting:

link_before=<span>&link_after=</span>

However I do not know where to add it!

I am a novice php dev.

Thanks for any help,

Jim C.