Bulleted Lists to HTML <ul>, not <p>

[RB]

When I save a Word document to filtered HTML that has a bulleted list created
with the Normal style, the bulleted list save with the proper <ul> tags.

Example:
<ul style='margin-top:0in' type=disc>
<li class=MsoNormal>Bullet One</li>
<ul style='margin-top:0in' type=circle>
<li class=MsoNormal>Bullet One B</li>
</ul>
<li class=MsoNormal>Bullet Two</li>
</ul>

When I change the Normal style or try to use a Bulleted Style, the <ul> tags
go away.
Example using the List Bullet style in Word 2007:
<p class=MsoListBulletCxSpFirst><span style='font-family:Symbol'>•<span
style='font:7.0pt "Times New Roman"'>
</span></span>Bullet One</p>

<p class=MsoListBulletCxSpMiddle><span style='font-family:Symbol'>•<span
style='font:7.0pt "Times New Roman"'>
</span></span>Bullet two</p>

Is there a way to create my own bulleted style that will also output with
the ul tags?
Thank you