Using CSS Sliding Doors with wp_nav_menu?

Hello!

Is there any way that I can use the wp_nav_menu function along with the CSS Sliding Doors technique to produce rounded corners?

I need to be able to insert a span inside the menu item, changing this (default):
<li ..><a ..>Link</a></li>

into this:
<li ..><a ..><span>Link</span></a></li>

Thanks for any help you can give me!