Add a span tag in top nav menu?

Working with Twenty Ten Theme, I would like to add a <span> tag into the top nav menu, when it renders it produced an html like this:

<div role="navigation" id="access">
	<div class="skip-link screen-reader-text">
		<a title="Saltar al contenido" href="#content">Saltar al contenido</a>
	</div>
	<div class="menu">
		<ul>
			<li><a title="Blah-1" href="https://example.com/">Blah-1</a></li>
			<li class="page_item page-item-##"><a title="Blah-2" href="https://example.com/blah-2/">Blah-2</a></li>
			.
			.
			.

And I would like it like this:

<div class="menu">
		<ul>
			<li><a title="Blah-1" href="https://example.com/"><span>Blah-1</span></a></li>
			<li class="page_item page-item-##"><a title="Blah-2" href="https://example.com/blah-2/"><span>Blah-2</span></a></li>
			.
			.

is that possible? Where should I look into?

Regards
David