To get this, you'll have to fire up phpMyAdmin and go into your database. You'll need to edit the table "wp_options". In this table, you'll need to find two fields: "links_recently_updated_prepend" and "links_recently_updated_append". As the names of the fields suggest, the first one is what is added before a link and the second is what is added after the link. In my table, I have the following in "..prepend":
<span class="recent">»</span> <em>
and I have the following in "..append":
This combination adds a right angle quote with CSS defined "recent" attributes, then italicizes; then at the end of the line it turns off the italics.