I would first see if the web part has any output filter settings to see if this resolves it.
If it doesn't then one approach would be is to clone the css list menu web part and amend the RenderHTML. Here is a link to a post explaining this. link text
Another approach would be to write your own web part for this, using Kentico API, however I think that would be an overkill for the bit you require.
Let us know how you get on.