Changing how links list is displayed

I am making a theme for my wordpress. This is actually my first time and I am actually proud of how far I have actually come considering it seemed like a daunting task. All that I really have to do now it fix my sidebar.php or which ever. It displays and what not but I dont like how the blogroll is using the lists, Is there a way I can change this so its not inside of ul li etc. I originally wrote my stylesheet for each link to display:block; and what not I really dont want it as a list.

Any feedback or possible links would be greatly appreciated as I couldn’t find anything, I keep getting results for posts and not the links widgets.