how to load the xml data into inside of html <li> Tag

Question

i have a xml file like following format
<fav>
  <favourites>
  <li> games  </li>
  <li> music</li>
  </favourites>
 
 </fav>

these Li data how can i retrive the values in to my html <ul> and<li> tag.... any one give me a solution