How to change id or class in html

Hi,
I’m pretty new in WordPress and it seems great.

Unluckly I can’t find out how to edit the XHTML code. (I can’t find it!)
I have a menu bar with the classic Home, Products, Contacts drop-down menus.
I wolud to change the color in my “Contacts” button.
So I should find out something as:

< ul >
< li >Home</ li >
< li >Products</ li >
< li >Contacts </ li >
</ ul >

After I should add a class or an id to my Contacts button so I can make it background-color: #ff0000; in my .css file.

But I can’t find out the code! I mean, where is specified the
– li – or – td – code?
Thanks a lot!

Alessandro