Theme hook suggestions for the breadcrumb block
You should copy theme_breadcrumb to your theme's template.php file:

function YOURTHEME_breadcrumb($variables) {
  $breadcrumb = $variables['breadcrumb'];
  if (!empty($breadcrumb)) {
      $crumbs = '&lt;nav&gt;&lt;ul class="breadcrumbs"&gt;'; 
      foreach($breadcrumb as $value) {
           $crumbs .= '&lt;li&gt;'.$value.'&lt;/li&gt;';
      }
      $crumbs .= '&lt;/ul&gt;&lt;/nav&gt;';
    }
      return $crumbs;
  }


By this function you can set up a ui li structure.