wp_list_bookmarks not in

I’m trying to list my links in a sidebar using wp_list_bookmarks.
The problem is that the code it gives me back isn’t valid as it wraps the links in

• but doesn’t give a

to wrap them in:

<div id="execphp-6" class="widget widget_execphp">
<h2 class="widget-title">Links</h2>
<div class="execphpwidget">
<li><a href="http://www.xx.com" target="_blank">Link01</a></li>
<li><a href="http://www.xx.com" target="_blank">Link02</a></li>
</div>
</div>

As you can see, I’m putting this code in using the php code widget.
The code in there looks like this in essence:
wp_list_bookmarks('title_li=&categorize=0&category=6');

And my functions.php where I’m registering the sidebar looks like this:

register_sidebar( array(
		'name' => __( 'What We Do Sidebar', 'twentyeleven' ),
		'id' => 'whatwedo_sidebar',
		'before_widget' => '<div id="%1$s" class="widget %2$s">',
		'after_widget' => '</div>',
		'before_title' => '<h2 class="widget-title">',
		'after_title' => '</h2>',
	) );

Any ideas gratefully received