Li dot thing

Ho can you remove the normal dot next to li lines? The strange thing is even with a customized li and li a hover style it doesn't work in the drop down header but does work in the sidebar.
Example (http://billytheradponi.pandela.org/blog/) click the press button on the top right(ish).

You can remove the bullets by setting the CSS list-style-type property to none.

What would the actually css be as i'm new to css, I only know a bit and have no idea defining completly new styles, or would I include it in the css for the body?

In the CSS, -

ul { list-style-type: none }